+24,087.1%
TXN vs TXT
+2,196.3%
+21,890.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +13.3% | -4.6% | +3.8% |
| 3M | +11.6% | -5.0% | +16.5% | +13.2% |
| 6M | +0.1% | -8.4% | +8.5% | +2.6% |
| YTD | +78.8% | -4.0% | +82.8% | +79.5% |
| 1Y | +91.2% | +2.8% | +88.4% | +87.4% |
| 3Y | +125.8% | +10.3% | +115.5% | +114.3% |
| 5Y | +83.8% | +9.2% | +74.6% | +73.8% |
| 10Y | +469.9% | +89.6% | +380.3% | +317.1% |
| All | +24,087.1% | +2,196.3% | +21,890.8% | +4,563.8% |
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