+22,327.1%
ADBE vs TXT
+2,070.1%
+20,257.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.6% |
| 7D | -8.6% | -4.8% | -3.8% | -7.0% |
| 30D | +2.8% | -10.6% | +13.4% | +6.8% |
| 3M | +3.1% | -13.2% | +16.3% | +7.6% |
| 6M | -2.4% | -20.3% | +17.9% | +4.2% |
| YTD | -23.9% | -9.3% | -14.6% | -22.7% |
| 1Y | -22.6% | -2.7% | -19.9% | -23.5% |
| 3Y | -52.7% | +1.4% | -54.1% | -54.6% |
| 5Y | -60.0% | +9.6% | -69.6% | -62.8% |
| 10Y | +157.3% | +94.9% | +62.4% | +78.5% |
| All | +22,327.1% | +2,070.1% | +20,257.0% | +4,484.7% |
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