+6,642.4%
ABT vs TXT
+2,070.1%
+4,572.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | -4.8% | +1.1% | -2.9% |
| 30D | +2.5% | -10.6% | +13.1% | +4.5% |
| 3M | +20.2% | -13.2% | +33.4% | +23.0% |
| 6M | -2.9% | -20.3% | +17.4% | +0.7% |
| YTD | -11.9% | -9.3% | -2.7% | -10.8% |
| 1Y | -16.5% | -2.7% | -13.9% | -16.6% |
| 3Y | +12.1% | +1.4% | +10.7% | +10.0% |
| 5Y | -7.4% | +9.6% | -17.0% | -11.2% |
| 10Y | +210.7% | +94.9% | +115.8% | +157.8% |
| All | +6,642.4% | +2,070.1% | +4,572.4% | +2,297.6% |
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