+196.2%
W vs TXT
+140.4%
+55.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.2% |
| 7D | -3.6% | -2.5% | -1.1% | -2.1% |
| 30D | +7.0% | +14.4% | -7.4% | -2.5% |
| 3M | +7.4% | -4.9% | +12.3% | +10.3% |
| 6M | +69.3% | -10.2% | +79.5% | +81.3% |
| YTD | +11.3% | -4.1% | +15.4% | +12.4% |
| 1Y | +13.2% | +4.0% | +9.2% | +8.5% |
| 3Y | +142.0% | +8.0% | +134.1% | +130.9% |
| 5Y | -54.6% | +8.4% | -63.1% | -55.5% |
| 10Y | +243.7% | +116.6% | +127.1% | +115.9% |
| All | +196.2% | +140.4% | +55.8% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling