+4.3%
TXT vs USFR
+4.1%
+0.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +13.4% | +0.4% | +13.0% | +13.3% |
| 3M | -2.5% | +1.1% | -3.6% | -0.4% |
| 6M | -6.2% | +2.1% | -8.2% | +0.4% |
| YTD | -1.3% | +3.4% | -4.8% | +6.7% |
| 1Y | +4.3% | +4.1% | +0.2% | +15.0% |
| All | +4.3% | +4.1% | +0.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling