+513.3%
XRT vs TXT
+98.6%
+414.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.8% | -4.8% | +5.6% | +2.6% |
| 30D | -4.2% | -10.6% | +6.4% | -0.3% |
| 3M | +5.1% | -13.2% | +18.3% | +10.0% |
| 6M | +2.4% | -20.3% | +22.8% | +10.3% |
| YTD | +3.2% | -9.3% | +12.4% | +5.8% |
| 1Y | +1.5% | -2.7% | +4.2% | +1.5% |
| 3Y | +40.6% | +1.4% | +39.2% | +37.4% |
| 5Y | -1.0% | +9.6% | -10.5% | -5.7% |
| 10Y | +128.4% | +94.9% | +33.5% | +69.1% |
| All | +513.3% | +98.6% | +414.7% | +312.7% |
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