+103.2%
TXT vs USFR
+28.0%
+75.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | -10.4% | +0.3% | -10.7% | -10.7% |
| 3M | -14.3% | +1.0% | -15.3% | -15.3% |
| 6M | -15.1% | +1.9% | -17.0% | -17.0% |
| YTD | -8.3% | +2.7% | -11.0% | -11.2% |
| 1Y | -0.7% | +4.0% | -4.7% | -5.3% |
| 3Y | +6.0% | +14.0% | -8.1% | -9.5% |
| 5Y | +12.5% | +20.4% | -7.9% | -10.9% |
| 10Y | +103.2% | +28.0% | +75.2% | +59.8% |
| All | +103.2% | +28.0% | +75.2% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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