+163.6%
W vs TXT
+127.5%
+36.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.2% | -4.8% | +0.6% | -1.0% |
| 30D | -7.6% | -10.6% | +3.0% | -0.5% |
| 3M | +37.2% | -13.2% | +50.3% | +50.9% |
| 6M | +26.3% | -20.3% | +46.7% | +45.8% |
| YTD | -1.0% | -9.3% | +8.3% | +4.3% |
| 1Y | +20.1% | -2.7% | +22.8% | +20.5% |
| 3Y | +37.8% | +1.4% | +36.4% | +37.7% |
| 5Y | -63.7% | +9.6% | -73.2% | -63.9% |
| 10Y | +156.3% | +94.9% | +61.4% | +71.5% |
| All | +163.6% | +127.5% | +36.1% | +50.4% |
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 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