+243.6%
W vs TXT
+115.3%
+128.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.1% |
| 7D | +3.3% | -3.5% | +6.8% | +5.9% |
| 30D | +10.5% | +15.2% | -4.6% | -0.1% |
| 3M | +9.6% | -4.5% | +14.1% | +12.5% |
| 6M | +76.4% | -6.1% | +82.5% | +83.9% |
| YTD | +16.4% | -2.0% | +18.3% | +15.7% |
| 1Y | +9.3% | +4.2% | +5.1% | +4.2% |
| 3Y | +172.8% | +14.4% | +158.4% | +149.1% |
| 5Y | -53.4% | +12.3% | -65.7% | -55.6% |
| 10Y | +243.6% | +101.8% | +141.8% | +119.4% |
| All | +243.6% | +115.3% | +128.3% | +119.4% |
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