+600.0%
ABBV vs TXT
+100.9%
+499.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | +2.8% | -1.1% | +3.8% | +3.0% |
| 30D | +7.0% | +17.1% | -10.1% | +3.0% |
| 3M | +19.2% | -2.6% | +21.9% | +19.6% |
| 6M | +47.8% | -4.6% | +52.3% | +48.4% |
| YTD | +32.5% | -0.3% | +32.8% | +31.3% |
| 1Y | +38.4% | +5.9% | +32.5% | +35.2% |
| 3Y | +134.3% | +14.4% | +119.9% | +121.2% |
| 5Y | +200.6% | +15.9% | +184.8% | +178.0% |
| All | +600.0% | +100.9% | +499.1% | +486.3% |
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