+122,851.5%
AAPL vs TXT
+2,070.1%
+120,781.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +0.1% | -4.8% | +4.9% | +1.6% |
| 30D | +3.0% | -10.6% | +13.6% | +6.6% |
| 3M | +2.9% | -13.2% | +16.1% | +7.1% |
| 6M | +22.1% | -20.3% | +42.4% | +30.3% |
| YTD | +18.0% | -9.3% | +27.3% | +20.5% |
| 1Y | +33.9% | -2.7% | +36.6% | +33.5% |
| 3Y | +71.2% | +1.4% | +69.8% | +66.5% |
| 5Y | +112.6% | +9.6% | +103.1% | +100.5% |
| 10Y | +1,198.8% | +94.9% | +1,103.9% | +856.5% |
| All | +122,851.5% | +2,070.1% | +120,781.5% | +27,818.6% |
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