-55.9%
W vs TXT
+8.5%
-64.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.2% |
| 7D | +0.2% | +0.1% | 0.0% | -0.1% |
| 30D | +6.8% | +13.3% | -6.5% | -7.9% |
| 3M | +10.7% | -5.0% | +15.6% | +15.4% |
| 6M | +86.3% | -8.4% | +94.8% | +102.8% |
| YTD | +11.5% | -4.0% | +15.4% | +10.2% |
| 1Y | +5.1% | +2.8% | +2.3% | -4.5% |
| 3Y | +171.0% | +10.3% | +160.7% | +120.5% |
| All | -55.9% | +8.5% | -64.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling