+284.3%
AG vs TXT
+101.7%
+182.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | -13.1% | +13.4% | -26.5% | -16.7% |
| 3M | -22.0% | -2.5% | -19.5% | -21.8% |
| 6M | -37.3% | -6.2% | -31.1% | -36.2% |
| YTD | -11.2% | -1.3% | -9.8% | -11.2% |
| 1Y | +23.9% | +4.3% | +19.6% | +21.8% |
| 3Y | +225.1% | +13.2% | +211.9% | +208.8% |
| 5Y | +7.7% | +12.4% | -4.6% | +1.3% |
| 10Y | +86.9% | +94.8% | -7.9% | +34.8% |
| All | +284.3% | +101.7% | +182.6% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling