+8.0%
TXT vs FIVE
+34.8%
-26.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +14.4% | +17.7% | -3.3% | +11.6% |
| 3M | -4.9% | +4.0% | -8.9% | -5.7% |
| 6M | -10.2% | +2.6% | -12.8% | -11.1% |
| YTD | -4.1% | +27.6% | -31.7% | -8.5% |
| 1Y | +4.0% | +59.9% | -56.0% | -4.3% |
| 3Y | +8.0% | +35.8% | -27.8% | -9.9% |
| All | +8.0% | +34.8% | -26.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling