+107.7%
TXT vs FIVE
+563.4%
-455.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.6% |
| 30D | +14.4% | +17.7% | -3.3% | +9.3% |
| 3M | -4.9% | +4.0% | -8.9% | -6.4% |
| 6M | -10.2% | +2.6% | -12.8% | -12.0% |
| YTD | -4.1% | +27.6% | -31.7% | -12.2% |
| 1Y | +4.0% | +59.9% | -56.0% | -10.8% |
| 3Y | +8.0% | +35.8% | -27.8% | -9.8% |
| 5Y | +8.4% | +14.4% | -6.0% | -8.2% |
| All | +107.7% | +563.4% | -455.7% | +9.6% |
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