+66.5%
AG vs TXT
+103.1%
-36.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | +6.4% | -10.2% | +16.6% | +9.5% |
| 3M | +28.4% | -13.3% | +41.6% | +33.5% |
| 6M | -24.5% | -14.4% | -10.1% | -21.1% |
| YTD | +21.2% | -9.1% | +30.3% | +24.5% |
| 1Y | +114.1% | -2.2% | +116.3% | +115.8% |
| 3Y | +268.0% | +5.1% | +263.0% | +261.5% |
| 5Y | +67.3% | +12.8% | +54.5% | +60.1% |
| All | +66.5% | +103.1% | -36.6% | +23.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling