+1,001.3%
TXT vs SPY
+3,091.8%
-2,090.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -10.6% | +0.1% | -10.7% | -10.7% |
| 3M | -13.2% | +2.0% | -15.2% | -15.5% |
| 6M | -20.3% | +13.0% | -33.4% | -31.8% |
| YTD | -9.3% | +13.5% | -22.8% | -22.9% |
| 1Y | -2.7% | +20.0% | -22.7% | -22.9% |
| 3Y | +1.4% | +77.2% | -75.8% | -51.1% |
| 5Y | +9.6% | +81.9% | -72.3% | -49.0% |
| 10Y | +94.9% | +314.1% | -219.2% | -65.5% |
| All | +1,001.3% | +3,091.8% | -2,090.5% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling