+148.0%
ADBE vs TXT
+103.1%
+45.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -5.6% | -10.2% | +4.6% | -2.3% |
| 3M | +6.6% | -13.3% | +19.9% | +11.1% |
| 6M | -9.6% | -14.4% | +4.8% | -5.9% |
| YTD | -28.9% | -9.1% | -19.8% | -28.1% |
| 1Y | -28.9% | -2.2% | -26.8% | -30.1% |
| 3Y | -55.6% | +5.1% | -60.7% | -58.2% |
| 5Y | -62.2% | +12.8% | -75.0% | -65.5% |
| All | +148.0% | +103.1% | +45.0% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling