+533.2%
XYZ vs TXT
+87.5%
+445.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | -4.8% | +3.8% | +1.9% |
| 30D | -1.7% | -10.6% | +8.9% | +4.9% |
| 3M | +16.7% | -13.2% | +29.9% | +25.9% |
| 6M | +26.9% | -20.3% | +47.2% | +43.1% |
| YTD | +27.1% | -9.3% | +36.4% | +31.5% |
| 1Y | +9.3% | -2.7% | +11.9% | +8.0% |
| 3Y | +42.3% | +1.4% | +40.9% | +34.8% |
| 5Y | -69.3% | +9.6% | -78.9% | -71.4% |
| 10Y | +586.8% | +94.9% | +491.9% | +374.8% |
| All | +533.2% | +87.5% | +445.7% | +320.3% |
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