+37,071.2%
ADI vs TXT
+2,070.1%
+35,001.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.4% | -4.8% | +5.2% | +2.2% |
| 30D | -3.8% | -10.6% | +6.8% | +0.1% |
| 3M | -15.3% | -13.2% | -2.1% | -11.2% |
| 6M | +6.7% | -20.3% | +27.0% | +15.4% |
| YTD | +34.8% | -9.3% | +44.0% | +38.6% |
| 1Y | +49.0% | -2.7% | +51.7% | +49.3% |
| 3Y | +108.1% | +1.4% | +106.7% | +105.0% |
| 5Y | +142.4% | +9.6% | +132.9% | +132.4% |
| 10Y | +589.9% | +94.9% | +495.0% | +412.9% |
| All | +37,071.2% | +2,070.1% | +35,001.1% | +10,101.0% |
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