+255.2%
AG vs TXT
+96.3%
+158.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -10.0% | +0.1% | -10.1% | -10.0% |
| 30D | -10.5% | +13.3% | -23.8% | -14.3% |
| 3M | -27.3% | -5.0% | -22.3% | -26.4% |
| 6M | -43.0% | -8.4% | -34.6% | -41.6% |
| YTD | -17.9% | -4.0% | -13.9% | -17.3% |
| 1Y | +11.9% | +2.8% | +9.1% | +10.5% |
| 3Y | +201.8% | +10.3% | +191.5% | +189.1% |
| 5Y | -0.1% | +9.2% | -9.2% | -5.1% |
| 10Y | +72.7% | +89.6% | -16.9% | +25.7% |
| All | +255.2% | +96.3% | +158.9% | +101.5% |
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