-5.1%
ABT vs TXT
+14.6%
-19.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | +8.0% | +13.4% | -5.4% | +4.8% |
| 3M | +0.2% | -2.5% | +2.8% | +0.6% |
| 6M | +34.1% | -6.2% | +40.3% | +35.4% |
| YTD | -10.6% | -1.3% | -9.3% | -11.2% |
| 1Y | -11.8% | +4.3% | -16.1% | -13.6% |
| 3Y | +23.9% | +13.2% | +10.7% | +15.1% |
| 5Y | -5.1% | +12.4% | -17.5% | -15.9% |
| All | -5.1% | +14.6% | -19.7% | -15.9% |
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 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