-26.3%
U vs TXT
+125.3%
-151.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.1% |
| 7D | +24.4% | -1.1% | +25.4% | +24.8% |
| 30D | +7.4% | +17.1% | -9.7% | -3.5% |
| 3M | +16.8% | -2.6% | +19.4% | +17.5% |
| 6M | +78.8% | -4.6% | +83.3% | +79.9% |
| YTD | +14.0% | -0.3% | +14.3% | +8.1% |
| 1Y | +16.7% | +5.9% | +10.8% | +6.0% |
| 3Y | +86.4% | +14.4% | +72.0% | +56.6% |
| 5Y | -71.5% | +15.9% | -87.3% | -77.2% |
| All | -26.3% | +125.3% | -151.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling