+716.0%
TXT vs BUD
+201.1%
+514.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -10.6% | -5.7% | -4.9% | -7.8% |
| 3M | -13.2% | +3.1% | -16.3% | -15.3% |
| 6M | -20.3% | +7.9% | -28.2% | -24.6% |
| YTD | -9.3% | +27.3% | -36.6% | -21.9% |
| 1Y | -2.7% | +37.8% | -40.5% | -20.3% |
| 3Y | +1.4% | +49.8% | -48.5% | -24.1% |
| 5Y | +9.6% | +43.8% | -34.3% | -18.6% |
| 10Y | +94.9% | -22.6% | +117.5% | +95.3% |
| All | +716.0% | +201.1% | +514.9% | +157.9% |
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