+40.9%
XYZ vs TXT
+1.6%
+39.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -4.8% | +3.8% | +1.5% |
| 30D | -1.7% | -10.6% | +8.9% | +3.9% |
| 3M | +16.7% | -13.2% | +29.9% | +24.5% |
| 6M | +26.9% | -20.3% | +47.2% | +41.2% |
| YTD | +27.1% | -9.3% | +36.4% | +29.8% |
| 1Y | +9.3% | -2.7% | +11.9% | +6.4% |
| All | +40.9% | +1.6% | +39.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling