+555.9%
XYZ vs TXT
+103.8%
+452.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | +11.6% | +13.4% | -1.8% | +3.0% |
| 3M | +8.4% | -2.5% | +11.0% | +9.1% |
| 6M | +17.2% | -6.2% | +23.3% | +19.5% |
| YTD | +31.7% | -1.3% | +33.0% | +28.6% |
| 1Y | +30.1% | +4.3% | +25.7% | +22.7% |
| 3Y | +66.4% | +13.2% | +53.2% | +46.8% |
| 5Y | -62.2% | +12.4% | -74.5% | -65.7% |
| 10Y | +621.5% | +94.8% | +526.8% | +384.5% |
| All | +555.9% | +103.8% | +452.1% | +311.1% |
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