+15.9%
TXT vs RACE
+69.7%
-53.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +17.1% | +6.6% | +10.4% | +14.4% |
| 3M | -2.6% | +2.2% | -4.8% | -3.6% |
| 6M | -4.6% | +22.4% | -26.9% | -11.9% |
| YTD | -0.3% | +13.8% | -14.1% | -6.1% |
| 1Y | +5.9% | +2.2% | +3.7% | +3.8% |
| 3Y | +14.4% | +25.6% | -11.2% | -4.6% |
| 5Y | +15.9% | +71.0% | -55.1% | -21.8% |
| All | +15.9% | +69.7% | -53.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling