+72.2%
V vs TXT
+10.4%
+61.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | -4.8% | +3.1% | -0.1% |
| 30D | +2.0% | -10.6% | +12.6% | +5.8% |
| 3M | +17.4% | -13.2% | +30.5% | +22.6% |
| 6M | +17.5% | -20.3% | +37.8% | +26.2% |
| YTD | +7.6% | -9.3% | +16.8% | +9.5% |
| 1Y | +7.7% | -2.7% | +10.4% | +6.4% |
| 3Y | +54.7% | +1.4% | +53.3% | +45.6% |
| All | +72.2% | +10.4% | +61.8% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling