+101.8%
TXT vs TAP
-49.5%
+151.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -3.5% | -7.8% | +4.3% | +0.2% |
| 30D | +15.2% | +7.1% | +8.0% | +11.0% |
| 3M | -4.5% | -7.0% | +2.6% | -1.8% |
| 6M | -6.1% | -3.8% | -2.3% | -5.8% |
| YTD | -2.0% | -11.7% | +9.8% | +1.9% |
| 1Y | +4.2% | -10.1% | +14.3% | +7.0% |
| 3Y | +14.4% | -23.7% | +38.1% | +24.2% |
| 5Y | +12.3% | +2.9% | +9.4% | -1.7% |
| 10Y | +101.8% | -49.5% | +151.3% | +74.2% |
| All | +101.8% | -49.5% | +151.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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