+88.6%
AG vs TXT
0.0%
+88.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -4.3% |
| 7D | -6.7% | +2.5% | -9.2% | -8.1% |
| 30D | +2.2% | -8.9% | +11.0% | +7.9% |
| 3M | +15.7% | -13.6% | +29.3% | +25.8% |
| 6M | -23.8% | -13.1% | -10.7% | -17.6% |
| YTD | +17.6% | -7.0% | +24.7% | +22.3% |
| 1Y | +88.6% | -1.4% | +90.0% | +92.4% |
| All | +88.6% | 0.0% | +88.6% | +92.4% |
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 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