+554.0%
XYZ vs TXT
+98.1%
+455.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.9% |
| 7D | +12.1% | -2.5% | +14.7% | +13.7% |
| 30D | +12.4% | +14.4% | -2.0% | +3.2% |
| 3M | +8.2% | -4.9% | +13.1% | +10.4% |
| 6M | +20.7% | -10.2% | +30.9% | +26.3% |
| YTD | +31.3% | -4.1% | +35.4% | +30.4% |
| 1Y | +20.5% | +4.0% | +16.6% | +13.7% |
| 3Y | +72.6% | +8.0% | +64.7% | +56.6% |
| 5Y | -64.0% | +8.4% | -72.4% | -66.7% |
| 10Y | +601.8% | +116.6% | +485.2% | +357.5% |
| All | +554.0% | +98.1% | +455.9% | +316.8% |
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 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