+636.4%
ADI vs TXT
+100.3%
+536.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -4.6% | -10.4% | +5.8% | +0.5% |
| 3M | -9.5% | -14.3% | +4.8% | -3.0% |
| 6M | +14.8% | -15.1% | +29.9% | +23.7% |
| YTD | +35.8% | -8.3% | +44.1% | +40.1% |
| 1Y | +48.9% | -0.7% | +49.6% | +47.5% |
| 3Y | +115.6% | +6.0% | +109.6% | +104.5% |
| 5Y | +135.1% | +12.5% | +122.6% | +115.6% |
| 10Y | +636.4% | +103.2% | +533.2% | +413.7% |
| All | +636.4% | +100.3% | +536.2% | +413.7% |
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 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