+57.4%
AA vs TXT
-1.4%
+58.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -10.7% | -10.2% | -0.5% | -7.6% |
| 3M | -26.2% | -13.3% | -12.9% | -23.0% |
| 6M | -20.9% | -14.4% | -6.6% | -17.1% |
| YTD | -8.6% | -9.1% | +0.5% | -7.3% |
| 1Y | +57.4% | -2.2% | +59.6% | +58.4% |
| All | +57.4% | -1.4% | +58.8% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling