+279.0%
AG vs TXT
+5.7%
+273.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | +12.9% | -11.1% | +23.9% | +19.4% |
| 3M | +20.9% | -13.0% | +33.9% | +29.3% |
| 6M | -19.5% | -16.2% | -3.3% | -12.5% |
| YTD | +24.8% | -8.7% | +33.5% | +30.2% |
| 1Y | +120.2% | -3.8% | +124.0% | +124.7% |
| 3Y | +279.0% | +5.5% | +273.5% | +255.2% |
| All | +279.0% | +5.7% | +273.3% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling