+103.1%
TXT vs MDY
+177.2%
-74.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.4% |
| 7D | +2.5% | -1.9% | +4.3% | +4.7% |
| 30D | -8.9% | -4.6% | -4.2% | -3.8% |
| 3M | -13.6% | -1.2% | -12.3% | -12.4% |
| 6M | -13.1% | +9.2% | -22.3% | -21.6% |
| YTD | -7.0% | +13.1% | -20.1% | -19.5% |
| 1Y | -1.4% | +13.0% | -14.4% | -14.8% |
| 3Y | +7.0% | +49.2% | -42.3% | -34.4% |
| 5Y | +15.4% | +47.2% | -31.8% | -28.5% |
| All | +103.1% | +177.2% | -74.1% | -36.3% |
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