+33.4%
AG vs TXT
+9.2%
+24.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.3% | +10.4% | +9.8% |
| 7D | -2.6% | +10.6% | -13.2% | -7.9% |
| 30D | -12.1% | +14.4% | -26.5% | -18.6% |
| 3M | -6.6% | -2.7% | -3.8% | -4.3% |
| 6M | -20.5% | -4.7% | -15.8% | -17.3% |
| YTD | -7.4% | -0.5% | -6.9% | -10.0% |
| 1Y | +33.4% | +8.7% | +24.7% | +18.9% |
| All | +33.4% | +9.2% | +24.2% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling