+5.5%
TXT vs MNDY
-52.8%
+58.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | +0.8% | -14.1% | +14.9% | +1.7% |
| 30D | -10.4% | -8.5% | -2.0% | -10.1% |
| 3M | -14.3% | -2.5% | -11.8% | -14.6% |
| 6M | -15.1% | +0.1% | -15.2% | -15.7% |
| YTD | -8.3% | -45.0% | +36.7% | -4.4% |
| 1Y | -0.7% | -58.1% | +57.4% | +6.0% |
| All | +5.5% | -52.8% | +58.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling