+17.2%
TXT vs MNDY
-51.7%
+68.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.1% | +8.7% | +1.2% |
| 7D | -0.2% | -13.3% | +13.1% | +0.8% |
| 30D | -11.1% | -10.2% | -0.9% | -10.5% |
| 3M | -13.0% | -0.1% | -12.9% | -13.4% |
| 6M | -16.2% | +6.3% | -22.5% | -17.5% |
| YTD | -8.7% | -43.3% | +34.6% | -5.4% |
| 1Y | -3.8% | -56.1% | +52.3% | +1.8% |
| 3Y | +5.5% | -51.1% | +56.6% | +7.7% |
| 5Y | +12.3% | -78.5% | +90.8% | +7.2% |
| All | +17.2% | -51.7% | +68.9% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling