+25.0%
V vs TXT
+2.5%
+22.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | +6.3% | +13.3% | -6.9% | +4.7% |
| 3M | +17.2% | -5.1% | +22.3% | +17.5% |
| 6M | +29.2% | -7.1% | +36.4% | +29.6% |
| YTD | +20.8% | -3.2% | +24.0% | +16.9% |
| 1Y | +25.0% | +2.3% | +22.7% | +14.1% |
| All | +25.0% | +2.5% | +22.5% | +14.1% |
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