+1,254.4%
AAPL vs TXT
+103.1%
+1,151.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +3.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +7.1% | -10.2% | +17.3% | +11.2% |
| 3M | +12.1% | -13.3% | +25.4% | +17.5% |
| 6M | +25.4% | -14.4% | +39.8% | +31.6% |
| YTD | +20.5% | -9.1% | +29.6% | +23.1% |
| 1Y | +44.5% | -2.2% | +46.7% | +43.4% |
| 3Y | +85.8% | +5.1% | +80.7% | +76.2% |
| 5Y | +124.8% | +12.8% | +111.9% | +105.4% |
| All | +1,254.4% | +103.1% | +1,151.3% | +959.6% |
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 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