+125.8%
TXN vs TXT
+10.4%
+115.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +13.3% | -4.6% | +2.2% |
| 3M | +11.6% | -5.0% | +16.5% | +14.1% |
| 6M | +0.1% | -8.4% | +8.5% | +3.6% |
| YTD | +78.8% | -4.0% | +82.8% | +78.4% |
| 1Y | +91.2% | +2.8% | +88.4% | +83.5% |
| 3Y | +125.8% | +10.3% | +115.5% | +101.7% |
| All | +125.8% | +10.4% | +115.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling