+152.0%
TXT vs USFR
+28.6%
+123.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 3M | -2.6% | +1.1% | -3.7% | -3.1% |
| 6M | -4.6% | +2.1% | -6.6% | -5.4% |
| YTD | -0.3% | +3.4% | -3.8% | -1.8% |
| 1Y | +5.9% | +4.1% | +1.8% | +4.1% |
| 3Y | +14.4% | +14.4% | 0.0% | +7.9% |
| 5Y | +15.9% | +21.4% | -5.5% | +6.4% |
| 10Y | +99.6% | +28.5% | +71.1% | +80.4% |
| All | +152.0% | +28.6% | +123.4% | +124.0% |
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 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