+67.9%
AG vs TXT
+12.6%
+55.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.1% |
| 3M | +20.9% | -13.0% | +33.9% | +29.1% |
| 6M | -19.5% | -16.2% | -3.3% | -12.6% |
| YTD | +24.8% | -8.7% | +33.5% | +29.9% |
| 1Y | +120.2% | -3.8% | +124.0% | +123.9% |
| 3Y | +279.0% | +5.5% | +273.5% | +259.4% |
| 5Y | +67.9% | +12.3% | +55.6% | +47.4% |
| All | +67.9% | +12.6% | +55.3% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling