+787.1%
TXT vs BUD
+215.1%
+572.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.2% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +13.4% | +7.4% | +6.0% | +8.6% |
| 3M | -2.5% | +4.3% | -6.9% | -5.4% |
| 6M | -6.2% | +5.3% | -11.5% | -10.1% |
| YTD | -1.3% | +33.2% | -34.6% | -17.7% |
| 1Y | +4.3% | +31.8% | -27.4% | -12.5% |
| 3Y | +13.2% | +47.8% | -34.6% | -14.5% |
| 5Y | +12.4% | +50.2% | -37.8% | -18.5% |
| 10Y | +94.8% | -4.8% | +99.6% | +70.2% |
| All | +787.1% | +215.1% | +572.0% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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