+229.1%
TXT vs FIVE
+826.1%
-597.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -0.6% |
| 7D | -2.5% | -1.7% | -0.8% | -2.2% |
| 30D | +12.8% | +14.9% | -2.1% | +8.9% |
| 3M | -3.6% | +7.6% | -11.3% | -5.8% |
| 6M | -6.9% | +6.4% | -13.4% | -9.4% |
| YTD | -2.2% | +28.1% | -30.2% | -9.6% |
| 1Y | +6.3% | +54.7% | -48.4% | -6.6% |
| 3Y | +10.3% | +36.1% | -25.8% | -6.5% |
| 5Y | +10.6% | +14.9% | -4.3% | -5.2% |
| 10Y | +121.0% | +578.8% | -457.8% | +22.4% |
| All | +229.1% | +826.1% | -597.0% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling