+2,926.4%
V vs TXT
+53.7%
+2,872.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -4.8% | +3.1% | -0.3% |
| 30D | +2.0% | -10.6% | +12.6% | +5.3% |
| 3M | +17.4% | -13.2% | +30.5% | +21.8% |
| 6M | +17.5% | -20.3% | +37.8% | +24.7% |
| YTD | +7.6% | -9.3% | +16.8% | +9.6% |
| 1Y | +7.7% | -2.7% | +10.4% | +7.3% |
| 3Y | +54.7% | +1.4% | +53.3% | +50.1% |
| 5Y | +73.0% | +9.6% | +63.5% | +62.4% |
| 10Y | +390.9% | +94.9% | +296.0% | +267.5% |
| All | +2,926.4% | +53.7% | +2,872.7% | +2,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling