+222.6%
TXT vs FIVE
+822.5%
-599.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | -4.9% | +4.0% | -8.9% | -6.2% |
| 6M | -10.2% | +2.6% | -12.8% | -11.8% |
| YTD | -4.1% | +27.6% | -31.7% | -11.3% |
| 1Y | +4.0% | +59.9% | -56.0% | -9.4% |
| 3Y | +8.0% | +35.8% | -27.8% | -8.4% |
| 5Y | +8.4% | +14.4% | -6.0% | -7.0% |
| 10Y | +116.6% | +576.1% | -459.5% | +20.1% |
| All | +222.6% | +822.5% | -599.9% | +65.0% |
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