+15.9%
TXT vs USFR
+21.4%
-5.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +17.1% | +0.4% | +16.7% | +16.7% |
| 3M | -2.6% | +1.1% | -3.7% | -3.2% |
| 6M | -4.6% | +2.1% | -6.6% | -5.5% |
| YTD | -0.3% | +3.4% | -3.8% | -2.3% |
| 1Y | +5.9% | +4.1% | +1.8% | +3.3% |
| 3Y | +14.4% | +14.4% | 0.0% | +9.4% |
| 5Y | +15.9% | +21.4% | -5.5% | -0.2% |
| All | +15.9% | +21.4% | -5.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling