+278.7%
TXT vs BG
+954.5%
-675.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | +0.1% | +2.6% | -2.4% | -0.9% |
| 30D | +13.3% | -6.7% | +20.0% | +16.0% |
| 3M | -5.0% | -9.3% | +4.3% | -2.1% |
| 6M | -8.4% | -18.3% | +9.9% | -2.3% |
| YTD | -4.0% | +16.2% | -20.2% | -12.0% |
| 1Y | +2.8% | +7.6% | -4.8% | -2.9% |
| 3Y | +10.3% | +6.6% | +3.7% | +1.5% |
| 5Y | +9.2% | +22.2% | -13.0% | -7.9% |
| 10Y | +89.6% | +112.0% | -22.4% | +20.1% |
| All | +278.7% | +954.5% | -675.8% | +83.1% |
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