+75.0%
AG vs TXT
+104.8%
-29.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +12.5% | -10.4% | +22.9% | +15.8% |
| 3M | +28.2% | -14.3% | +42.5% | +33.8% |
| 6M | -18.8% | -15.1% | -3.7% | -15.0% |
| YTD | +27.4% | -8.3% | +35.7% | +30.5% |
| 1Y | +132.2% | -0.7% | +132.9% | +133.1% |
| 3Y | +286.9% | +6.0% | +280.9% | +279.0% |
| 5Y | +72.8% | +12.5% | +60.3% | +65.2% |
| All | +75.0% | +104.8% | -29.8% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling