+8.6%
V vs TXT
-2.3%
+10.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.9% | -11.1% | +12.9% | +3.2% |
| 3M | +15.5% | -13.0% | +28.5% | +17.1% |
| 6M | +16.6% | -16.2% | +32.8% | +18.6% |
| YTD | +5.7% | -8.7% | +14.5% | +5.3% |
| 1Y | +8.6% | -3.8% | +12.3% | +6.8% |
| All | +8.6% | -2.3% | +10.8% | +6.8% |
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