+96.3%
TXT vs FIVE
+477.5%
-381.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.8% |
| 7D | -4.8% | +4.3% | -9.0% | -5.9% |
| 30D | -10.6% | +12.5% | -23.1% | -13.8% |
| 3M | -13.2% | +31.2% | -44.4% | -20.0% |
| 6M | -20.3% | +14.4% | -34.7% | -24.4% |
| YTD | -9.3% | +33.9% | -43.1% | -17.9% |
| 1Y | -2.7% | +65.1% | -67.7% | -17.5% |
| 3Y | +1.4% | +49.0% | -47.6% | -17.7% |
| 5Y | +9.6% | +30.3% | -20.7% | -11.2% |
| All | +96.3% | +477.5% | -381.2% | +1.5% |
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