+257.9%
TXT vs BG
+1,131.5%
-873.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -4.8% | +2.8% | -7.6% | -5.9% |
| 30D | -10.6% | +12.0% | -22.7% | -14.9% |
| 3M | -13.2% | -7.7% | -5.5% | -11.0% |
| 6M | -20.3% | +4.5% | -24.8% | -22.9% |
| YTD | -9.3% | +35.7% | -44.9% | -21.3% |
| 1Y | -2.7% | +50.1% | -52.8% | -19.9% |
| 3Y | +1.4% | +12.6% | -11.2% | -8.0% |
| 5Y | +9.6% | +75.4% | -65.9% | -20.0% |
| 10Y | +94.9% | +150.5% | -55.6% | +15.6% |
| All | +257.9% | +1,131.5% | -873.6% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling