+103.0%
TXT vs BG
+166.7%
-63.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +3.0% |
| 7D | +2.4% | +3.1% | -0.7% | +1.1% |
| 30D | -8.9% | +10.2% | -19.1% | -12.7% |
| 3M | -13.6% | -1.7% | -11.9% | -13.6% |
| 6M | -13.1% | +1.0% | -14.1% | -14.7% |
| YTD | -7.0% | +39.9% | -47.0% | -21.1% |
| 1Y | -1.4% | +53.2% | -54.6% | -20.4% |
| 3Y | +6.9% | +16.3% | -9.3% | -4.5% |
| 5Y | +15.4% | +83.9% | -68.5% | -21.4% |
| All | +103.0% | +166.7% | -63.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling