+101.8%
TXT vs FIVE
+596.6%
-494.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +0.7% |
| 7D | -3.5% | +6.2% | -9.7% | -5.2% |
| 30D | +15.2% | +18.2% | -3.0% | +9.9% |
| 3M | -4.5% | +3.8% | -8.3% | -5.9% |
| 6M | -6.1% | +13.7% | -19.8% | -10.6% |
| YTD | -2.0% | +34.7% | -36.7% | -11.6% |
| 1Y | +4.2% | +66.6% | -62.4% | -11.6% |
| 3Y | +14.4% | +44.3% | -29.9% | -6.0% |
| 5Y | +12.3% | +18.8% | -6.4% | -5.7% |
| 10Y | +101.8% | +569.2% | -467.4% | +5.9% |
| All | +101.8% | +596.6% | -494.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling