+87.8%
TXT vs MDY
+165.3%
-77.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +2.3% | -2.1% | -2.5% |
| 30D | +13.3% | +2.0% | +11.3% | +10.7% |
| 3M | -5.0% | -5.6% | +0.7% | +1.5% |
| 6M | -8.4% | +1.3% | -9.7% | -9.9% |
| YTD | -4.0% | +12.3% | -16.3% | -16.3% |
| 1Y | +2.8% | +15.8% | -13.0% | -13.6% |
| 3Y | +10.3% | +56.5% | -46.2% | -36.1% |
| 5Y | +9.2% | +35.1% | -26.0% | -24.7% |
| All | +87.8% | +165.3% | -77.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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