+29.3%
V vs TXT
+9.2%
+20.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +9.0% | +10.6% | -1.7% | +7.5% |
| 30D | +18.1% | +14.4% | +3.7% | +16.0% |
| 3M | +18.3% | -2.7% | +21.1% | +18.2% |
| 6M | +34.1% | -4.7% | +38.8% | +33.9% |
| YTD | +25.2% | -0.5% | +25.8% | +21.0% |
| 1Y | +29.3% | +8.7% | +20.6% | +17.7% |
| All | +29.3% | +9.2% | +20.1% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling