+208.9%
W vs TXT
+90.9%
+118.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.0% |
| 30D | +3.2% | +13.3% | -10.0% | -5.6% |
| 3M | +8.3% | -5.1% | +13.4% | +11.5% |
| 6M | +84.3% | -7.1% | +91.4% | +93.5% |
| YTD | +11.0% | -3.2% | +14.2% | +11.3% |
| 1Y | -0.2% | +2.3% | -2.5% | -3.7% |
| 3Y | +157.9% | +11.1% | +146.9% | +140.0% |
| 5Y | -56.8% | +10.0% | -66.8% | -58.4% |
| All | +208.9% | +90.9% | +118.0% | +109.7% |
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