+109.0%
AAPL vs TXT
+12.6%
+96.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.0% | -11.1% | +12.1% | +6.1% |
| 3M | +5.0% | -13.0% | +17.9% | +10.7% |
| 6M | +23.0% | -16.2% | +39.2% | +31.4% |
| YTD | +16.6% | -8.7% | +25.3% | +19.1% |
| 1Y | +33.4% | -3.8% | +37.2% | +32.4% |
| 3Y | +79.9% | +5.5% | +74.4% | +62.9% |
| 5Y | +109.0% | +12.3% | +96.7% | +77.2% |
| All | +109.0% | +12.6% | +96.4% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling