+271.7%
TXT vs EXEL
+353.7%
-82.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.7% |
| 7D | -3.5% | +2.3% | -5.8% | -3.9% |
| 30D | +15.2% | +19.8% | -4.7% | +11.7% |
| 3M | -4.5% | +32.7% | -37.2% | -9.0% |
| 6M | -6.1% | +49.0% | -55.1% | -12.5% |
| YTD | -2.0% | +63.7% | -65.6% | -10.3% |
| 1Y | +4.2% | +75.8% | -71.6% | -5.9% |
| 3Y | +14.4% | +241.3% | -226.9% | -9.5% |
| 5Y | +12.3% | +289.0% | -276.7% | -14.1% |
| 10Y | +101.8% | +377.6% | -275.8% | +38.5% |
| All | +271.7% | +353.7% | -82.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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