-11.8%
ABT vs TXT
+4.6%
-16.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +8.0% | +13.4% | -5.4% | +5.9% |
| 3M | +0.2% | -2.5% | +2.8% | +0.5% |
| 6M | +34.1% | -6.2% | +40.3% | +34.7% |
| YTD | -10.6% | -1.3% | -9.3% | -12.0% |
| 1Y | -11.8% | +4.3% | -16.1% | -14.9% |
| All | -11.8% | +4.6% | -16.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling