-24.7%
U vs TXT
+116.8%
-141.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.7% |
| 7D | +36.6% | -2.5% | +39.1% | +38.3% |
| 30D | +13.3% | +14.4% | -1.1% | +3.3% |
| 3M | +26.2% | -4.9% | +31.1% | +28.8% |
| 6M | +88.7% | -10.2% | +99.0% | +97.3% |
| YTD | +16.6% | -4.1% | +20.7% | +13.2% |
| 1Y | +29.0% | +4.0% | +25.0% | +18.1% |
| 3Y | +99.5% | +8.0% | +91.5% | +74.1% |
| 5Y | -66.1% | +8.4% | -74.6% | -72.3% |
| All | -24.7% | +116.8% | -141.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling