+5.5%
TXT vs MDY
+51.1%
-45.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | -0.2% | +1.0% | -1.2% | -1.2% |
| 30D | -11.1% | -3.1% | -7.9% | -8.4% |
| 3M | -13.0% | +1.8% | -14.8% | -14.4% |
| 6M | -16.2% | +10.8% | -27.0% | -23.7% |
| YTD | -8.7% | +14.4% | -23.1% | -19.3% |
| 1Y | -3.8% | +15.2% | -19.0% | -15.5% |
| 3Y | +5.5% | +51.2% | -45.7% | -24.4% |
| All | +5.5% | +51.1% | -45.5% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling