+133.9%
ADI vs TXT
+12.9%
+121.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +2.4% | -0.2% | +2.7% | +2.6% |
| 30D | -6.6% | -11.1% | +4.5% | +0.3% |
| 3M | -9.8% | -13.0% | +3.2% | -2.5% |
| 6M | +15.7% | -16.2% | +31.9% | +27.9% |
| YTD | +35.1% | -8.7% | +43.8% | +40.2% |
| 1Y | +47.7% | -3.8% | +51.5% | +47.5% |
| 3Y | +114.5% | +5.5% | +108.9% | +94.1% |
| All | +133.9% | +12.9% | +121.0% | +99.2% |
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