+528.0%
XRT vs TXT
+109.8%
+418.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | +7.9% | +14.4% | -6.4% | +2.7% |
| 3M | -0.2% | -4.9% | +4.7% | +1.3% |
| 6M | +5.6% | -10.2% | +15.8% | +8.8% |
| YTD | +5.7% | -4.1% | +9.8% | +6.0% |
| 1Y | +14.6% | +4.0% | +10.6% | +11.6% |
| 3Y | +50.7% | +8.0% | +42.7% | +43.7% |
| 5Y | -4.8% | +8.4% | -13.3% | -9.5% |
| 10Y | +152.6% | +116.6% | +36.0% | +80.2% |
| All | +528.0% | +109.8% | +418.2% | +313.1% |
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