-39.0%
U vs TXT
+105.2%
-144.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.8% | -4.8% | +1.0% | -0.8% |
| 30D | +17.5% | -10.6% | +28.1% | +25.9% |
| 3M | +38.7% | -13.2% | +51.9% | +50.1% |
| 6M | +104.4% | -20.3% | +124.8% | +131.1% |
| YTD | -5.7% | -9.3% | +3.6% | -4.2% |
| 1Y | +3.7% | -2.7% | +6.4% | -0.1% |
| 3Y | +12.3% | +1.4% | +10.9% | +2.9% |
| 5Y | -68.8% | +9.6% | -78.4% | -73.2% |
| All | -39.0% | +105.2% | -144.2% | -39.3% |
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