+762.1%
TXT vs MDY
+2,629.7%
-1,867.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.9% |
| 7D | -0.8% | +0.2% | -1.0% | -1.2% |
| 30D | +13.4% | +2.1% | +11.3% | +10.6% |
| 3M | -2.5% | -3.6% | +1.1% | +1.4% |
| 6M | -6.2% | +1.7% | -7.9% | -8.1% |
| YTD | -1.3% | +13.8% | -15.2% | -15.0% |
| 1Y | +4.3% | +15.5% | -11.2% | -11.7% |
| 3Y | +13.2% | +58.3% | -45.1% | -33.6% |
| 5Y | +12.4% | +37.4% | -25.1% | -22.8% |
| 10Y | +94.8% | +171.0% | -76.2% | -34.0% |
| All | +762.1% | +2,629.7% | -1,867.6% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling