-9.9%
ABT vs TXT
+12.6%
-22.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -2.1% | -11.1% | +8.9% | +0.4% |
| 3M | +17.4% | -13.0% | +30.4% | +20.8% |
| 6M | -2.4% | -16.2% | +13.8% | +1.1% |
| YTD | -14.2% | -8.7% | -5.5% | -13.1% |
| 1Y | -18.3% | -3.8% | -14.6% | -18.4% |
| 3Y | +11.5% | +5.5% | +6.0% | +5.6% |
| 5Y | -9.9% | +12.3% | -22.2% | -19.4% |
| All | -9.9% | +12.6% | -22.5% | -19.4% |
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