+18.8%
TXG vs TXT
+55.8%
-37.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.8% | -4.8% | +6.6% | +4.1% |
| 30D | +32.0% | -10.6% | +42.6% | +38.9% |
| 3M | +87.0% | -13.2% | +100.2% | +98.9% |
| 6M | +180.1% | -20.3% | +200.4% | +210.0% |
| YTD | +284.1% | -9.3% | +293.4% | +298.6% |
| 1Y | +361.7% | -2.7% | +364.4% | +364.6% |
| 3Y | +15.9% | +1.4% | +14.5% | +15.4% |
| 5Y | -66.2% | +9.6% | -75.7% | -67.3% |
| All | +18.8% | +55.8% | -37.1% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling