+6,616.3%
ABT vs TXT
+2,214.4%
+4,401.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -5.6% | -1.1% | -4.5% | -5.4% |
| 30D | +5.2% | +13.3% | -8.1% | +2.8% |
| 3M | -2.7% | -5.1% | +2.4% | -2.0% |
| 6M | +28.8% | -7.1% | +36.0% | +30.0% |
| YTD | -12.3% | -3.2% | -9.1% | -12.3% |
| 1Y | -14.7% | +2.3% | -17.0% | -15.6% |
| 3Y | +21.6% | +11.1% | +10.5% | +17.2% |
| 5Y | -7.8% | +10.0% | -17.8% | -11.6% |
| 10Y | +222.5% | +91.1% | +131.4% | +167.9% |
| All | +6,616.3% | +2,214.4% | +4,401.8% | +2,257.8% |
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