+14.8%
W vs TXT
-2.3%
+17.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | -6.2% | -11.1% | +4.8% | +0.6% |
| 3M | +48.9% | -13.0% | +61.9% | +60.8% |
| 6M | +31.2% | -16.2% | +47.4% | +43.4% |
| YTD | -0.4% | -8.7% | +8.3% | +4.7% |
| 1Y | +14.8% | -3.8% | +18.6% | +16.4% |
| All | +14.8% | -2.3% | +17.1% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling