+142.9%
ADI vs TXT
+14.6%
+128.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | +0.7% | -0.8% | +1.5% | +1.3% |
| 30D | +0.7% | +13.4% | -12.7% | -7.2% |
| 3M | +6.5% | -2.5% | +9.0% | +7.6% |
| 6M | -2.7% | -6.2% | +3.5% | 0.0% |
| YTD | +52.2% | -1.3% | +53.5% | +49.8% |
| 1Y | +77.5% | +4.3% | +73.1% | +68.2% |
| 3Y | +148.8% | +13.2% | +135.5% | +114.7% |
| 5Y | +142.9% | +12.4% | +130.5% | +99.5% |
| All | +142.9% | +14.6% | +128.3% | +99.5% |
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