-61.5%
ADBE vs TXT
+13.4%
-74.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -8.9% | +0.8% | -9.7% | -9.2% |
| 30D | -6.6% | -10.4% | +3.8% | -2.5% |
| 3M | +7.1% | -14.3% | +21.5% | +13.2% |
| 6M | -9.8% | -15.1% | +5.3% | -5.0% |
| YTD | -27.2% | -8.3% | -18.9% | -26.9% |
| 1Y | -28.0% | -0.7% | -27.3% | -30.9% |
| 3Y | -54.5% | +6.0% | -60.5% | -59.8% |
| 5Y | -61.5% | +12.5% | -74.0% | -67.8% |
| All | -61.5% | +13.4% | -74.9% | -67.8% |
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 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