+59.9%
TXN vs TXT
+13.4%
+46.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +2.7% | +0.8% | +1.8% | +2.2% |
| 30D | -6.7% | -10.4% | +3.7% | -1.3% |
| 3M | -8.9% | -14.3% | +5.4% | -1.9% |
| 6M | +34.7% | -15.1% | +49.8% | +45.8% |
| YTD | +53.3% | -8.3% | +61.6% | +57.6% |
| 1Y | +45.0% | -0.7% | +45.7% | +42.2% |
| 3Y | +73.1% | +6.0% | +67.1% | +57.8% |
| 5Y | +59.9% | +12.5% | +47.4% | +37.2% |
| All | +59.9% | +13.4% | +46.5% | +37.2% |
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