-54.1%
ADBE vs TXT
+5.7%
-59.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | -3.0% | -11.1% | +8.1% | -0.8% |
| 3M | +5.0% | -13.0% | +18.0% | +7.5% |
| 6M | -9.3% | -16.2% | +6.9% | -6.5% |
| YTD | -26.5% | -8.7% | -17.8% | -26.9% |
| 1Y | -28.3% | -3.8% | -24.5% | -30.1% |
| 3Y | -54.1% | +5.5% | -59.6% | -58.1% |
| All | -54.1% | +5.7% | -59.8% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling