+593.7%
XYZ vs TXT
+97.6%
+496.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -4.8% | +3.8% | +2.0% |
| 30D | -1.7% | -10.6% | +8.9% | +5.0% |
| 3M | +16.7% | -13.2% | +29.9% | +26.1% |
| 6M | +26.9% | -20.3% | +47.2% | +43.4% |
| YTD | +27.1% | -9.3% | +36.4% | +31.6% |
| 1Y | +9.3% | -2.7% | +11.9% | +7.9% |
| 3Y | +42.3% | +1.4% | +40.9% | +34.5% |
| 5Y | -69.3% | +9.6% | -78.9% | -71.5% |
| All | +593.7% | +97.6% | +496.1% | +437.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling