+81.7%
AA vs TXT
+4.5%
+77.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -4.8% | +4.1% | +2.4% |
| 30D | +5.0% | -10.6% | +15.6% | +12.4% |
| 3M | -35.8% | -13.2% | -22.7% | -30.3% |
| 6M | -18.4% | -20.3% | +2.0% | -6.5% |
| YTD | -5.5% | -9.3% | +3.8% | -2.6% |
| 1Y | +61.0% | -2.7% | +63.7% | +56.6% |
| All | +81.7% | +4.5% | +77.2% | +50.9% |
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