+97.4%
TXT vs SPY
+311.3%
-213.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -0.2% | +0.5% | -0.8% | -0.9% |
| 30D | -11.1% | -0.9% | -10.1% | -10.1% |
| 3M | -13.0% | +3.9% | -16.9% | -17.1% |
| 6M | -16.2% | +14.5% | -30.7% | -29.3% |
| YTD | -8.7% | +12.9% | -21.6% | -21.8% |
| 1Y | -3.8% | +19.4% | -23.1% | -23.2% |
| 3Y | +5.5% | +78.5% | -72.9% | -50.0% |
| 5Y | +12.3% | +81.8% | -69.5% | -48.2% |
| 10Y | +97.4% | +311.5% | -214.1% | -67.2% |
| All | +97.4% | +311.3% | -213.9% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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