+75.7%
V vs TXT
+11.3%
+64.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +6.3% | +13.3% | -6.9% | +2.9% |
| 3M | +17.2% | -5.1% | +22.3% | +18.5% |
| 6M | +29.2% | -7.1% | +36.4% | +30.9% |
| YTD | +20.8% | -3.2% | +24.0% | +19.9% |
| 1Y | +25.0% | +2.3% | +22.7% | +21.9% |
| All | +75.7% | +11.3% | +64.4% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling