+10.3%
TXT vs MNDY
-50.1%
+60.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +0.1% | -11.3% | +11.4% | +0.7% |
| 30D | +13.3% | -10.8% | +24.2% | +13.8% |
| 3M | -5.0% | -17.3% | +12.3% | -4.4% |
| 6M | -8.4% | +15.2% | -23.6% | -10.3% |
| YTD | -4.0% | -47.1% | +43.2% | +0.2% |
| 1Y | +2.8% | -51.4% | +54.2% | +8.1% |
| 3Y | +10.3% | -49.6% | +59.9% | +10.7% |
| All | +10.3% | -50.1% | +60.3% | +10.7% |
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