+210.9%
AA vs TXT
+2,193.3%
-1,982.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +4.0% |
| 7D | +0.9% | -2.5% | +3.4% | +2.2% |
| 30D | -6.7% | +14.4% | -21.1% | -13.7% |
| 3M | -16.3% | -4.9% | -11.4% | -14.9% |
| 6M | -37.1% | -10.2% | -26.9% | -34.2% |
| YTD | -25.0% | -4.1% | -20.9% | -25.1% |
| 1Y | +8.6% | +4.0% | +4.6% | +4.1% |
| 3Y | +57.2% | +8.0% | +49.3% | +47.1% |
| 5Y | -13.0% | +8.4% | -21.5% | -17.5% |
| 10Y | +65.5% | +116.6% | -51.1% | +11.8% |
| All | +210.9% | +2,193.3% | -1,982.4% | -26.6% |
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