+97.4%
TXT vs TAP
-52.1%
+149.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +2.6% |
| 7D | -0.2% | -2.3% | +2.1% | +0.8% |
| 30D | -11.1% | -9.4% | -1.7% | -7.0% |
| 3M | -13.0% | -0.8% | -12.2% | -13.5% |
| 6M | -16.2% | -14.7% | -1.5% | -10.7% |
| YTD | -8.7% | -13.9% | +5.2% | -3.5% |
| 1Y | -3.8% | -18.6% | +14.8% | +4.1% |
| 3Y | +5.5% | -32.0% | +37.5% | +22.1% |
| 5Y | +12.3% | -1.0% | +13.3% | +0.8% |
| 10Y | +97.4% | -51.4% | +148.8% | +80.1% |
| All | +97.4% | -52.1% | +149.5% | +80.1% |
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