+20,389.3%
TXN vs TXT
+2,070.1%
+18,319.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -4.8% | +4.7% | +1.6% |
| 30D | -6.9% | -10.6% | +3.7% | -3.2% |
| 3M | -14.9% | -13.2% | -1.8% | -10.9% |
| 6M | +29.0% | -20.3% | +49.3% | +39.4% |
| YTD | +51.5% | -9.3% | +60.7% | +55.5% |
| 1Y | +41.6% | -2.7% | +44.3% | +41.6% |
| 3Y | +65.8% | +1.4% | +64.4% | +62.4% |
| 5Y | +56.8% | +9.6% | +47.3% | +48.5% |
| 10Y | +387.5% | +94.9% | +292.6% | +254.4% |
| All | +20,389.3% | +2,070.1% | +18,319.3% | +3,942.4% |
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