+66.8%
AA vs TXT
+10.4%
+56.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -0.6% | +13.3% | -13.9% | -8.2% |
| 3M | -19.7% | -5.0% | -14.7% | -17.7% |
| 6M | -41.6% | -8.4% | -33.2% | -39.0% |
| YTD | -24.6% | -4.0% | -20.7% | -25.4% |
| 1Y | +4.9% | +2.8% | +2.1% | -1.0% |
| 3Y | +66.8% | +10.3% | +56.6% | +31.8% |
| All | +66.8% | +10.4% | +56.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling