+149.5%
TXT vs USFR
+28.6%
+120.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | -2.5% | +1.1% | -3.6% | -3.0% |
| 6M | -6.2% | +2.1% | -8.2% | -7.0% |
| YTD | -1.3% | +3.4% | -4.8% | -2.8% |
| 1Y | +4.3% | +4.1% | +0.2% | +2.5% |
| 3Y | +13.2% | +14.4% | -1.2% | +6.8% |
| 5Y | +12.4% | +21.4% | -9.1% | +3.2% |
| 10Y | +94.8% | +28.5% | +66.2% | +76.1% |
| All | +149.5% | +28.6% | +120.9% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling