+129.5%
TXT vs USFR
+27.5%
+101.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -10.6% | +0.3% | -10.9% | -10.7% |
| 3M | -13.2% | +1.0% | -14.2% | -13.5% |
| 6M | -20.3% | +1.9% | -22.3% | -21.0% |
| YTD | -9.3% | +2.6% | -11.9% | -10.3% |
| 1Y | -2.7% | +4.0% | -6.7% | -4.3% |
| 3Y | +1.4% | +14.1% | -12.7% | -4.2% |
| 5Y | +9.6% | +20.4% | -10.9% | +1.0% |
| 10Y | +94.9% | +28.0% | +66.9% | +76.7% |
| All | +129.5% | +27.5% | +101.9% | +104.7% |
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