+5.5%
TXT vs USFR
+14.0%
-8.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | -11.1% | +0.3% | -11.4% | -10.7% |
| 3M | -13.0% | +1.0% | -14.0% | -11.8% |
| 6M | -16.2% | +1.9% | -18.1% | -14.2% |
| YTD | -8.7% | +2.7% | -11.4% | -6.1% |
| 1Y | -3.8% | +4.0% | -7.8% | +0.5% |
| 3Y | +5.5% | +14.0% | -8.5% | +44.4% |
| All | +5.5% | +14.0% | -8.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling