+16.7%
TXT vs MNDY
-50.8%
+67.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.3% |
| 7D | -0.2% | -12.5% | +12.3% | +0.8% |
| 30D | -10.2% | -2.6% | -7.6% | -10.2% |
| 3M | -13.3% | +4.2% | -17.5% | -14.0% |
| 6M | -14.4% | +9.8% | -24.1% | -15.9% |
| YTD | -9.1% | -42.3% | +33.2% | -5.9% |
| 1Y | -2.2% | -54.5% | +52.4% | +3.2% |
| 3Y | +5.1% | -50.3% | +55.3% | +7.1% |
| 5Y | +12.8% | -77.1% | +89.9% | +8.0% |
| All | +16.7% | -50.8% | +67.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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