+220.4%
W vs TXT
+98.8%
+121.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.4% |
| 7D | -7.4% | -0.8% | -6.6% | -6.8% |
| 30D | +7.8% | +13.4% | -5.6% | -1.6% |
| 3M | +10.9% | -2.5% | +13.4% | +12.1% |
| 6M | +86.4% | -6.2% | +92.6% | +94.4% |
| YTD | +14.0% | -1.3% | +15.3% | +12.7% |
| 1Y | +3.5% | +4.3% | -0.8% | -1.5% |
| 3Y | +164.8% | +13.2% | +151.5% | +143.1% |
| 5Y | -53.1% | +12.4% | -65.5% | -55.5% |
| 10Y | +220.4% | +94.8% | +125.7% | +113.7% |
| All | +220.4% | +98.8% | +121.6% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling