-63.5%
TXG vs TXT
+13.4%
-76.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.2% |
| 7D | +9.1% | +0.8% | +8.3% | +8.4% |
| 30D | +14.9% | -10.4% | +25.3% | +26.0% |
| 3M | +120.0% | -14.3% | +134.3% | +149.3% |
| 6M | +221.8% | -15.1% | +236.9% | +266.0% |
| YTD | +312.6% | -8.3% | +320.9% | +331.5% |
| 1Y | +398.4% | -0.7% | +399.1% | +383.2% |
| 3Y | +42.1% | +6.0% | +36.1% | +26.6% |
| 5Y | -63.5% | +12.5% | -76.0% | -70.3% |
| All | -63.5% | +13.4% | -76.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling