+244.0%
TXT vs EXEL
+273.2%
-29.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.8% | +8.4% | -13.2% | -6.1% |
| 30D | -10.6% | +4.1% | -14.7% | -11.3% |
| 3M | -13.2% | +12.4% | -25.6% | -15.0% |
| 6M | -20.3% | +41.5% | -61.9% | -25.1% |
| YTD | -9.3% | +34.6% | -43.9% | -14.2% |
| 1Y | -2.7% | +57.9% | -60.6% | -10.8% |
| 3Y | +1.4% | +159.5% | -158.1% | -16.1% |
| 5Y | +9.6% | +198.5% | -188.9% | -12.6% |
| 10Y | +94.9% | +411.4% | -316.5% | +31.3% |
| All | +244.0% | +273.2% | -29.2% | +52.9% |
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