+45.0%
AA vs TXT
+103.6%
-58.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.7% |
| 7D | +1.2% | -1.1% | +2.3% | +2.0% |
| 30D | -5.0% | +17.1% | -22.1% | -16.8% |
| 3M | -22.2% | -2.6% | -19.6% | -21.8% |
| 6M | -36.3% | -4.6% | -31.8% | -35.3% |
| YTD | -24.2% | -0.3% | -23.8% | -27.1% |
| 1Y | +3.9% | +5.9% | -2.0% | -4.6% |
| 3Y | +67.6% | +14.4% | +53.2% | +41.1% |
| 5Y | -8.8% | +15.9% | -24.7% | -23.6% |
| 10Y | +45.0% | +99.6% | -54.6% | -20.2% |
| All | +45.0% | +103.6% | -58.7% | -20.2% |
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