+445.6%
AG vs TXT
+85.5%
+360.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +1.0% | -4.8% | +5.8% | +2.6% |
| 30D | +19.2% | -10.6% | +29.8% | +23.3% |
| 3M | +6.2% | -13.2% | +19.3% | +11.0% |
| 6M | -26.7% | -20.3% | -6.3% | -21.2% |
| YTD | +26.1% | -9.3% | +35.4% | +29.9% |
| 1Y | +131.7% | -2.7% | +134.3% | +133.5% |
| 3Y | +255.3% | +1.4% | +254.0% | +250.2% |
| 5Y | +61.9% | +9.6% | +52.4% | +54.1% |
| 10Y | +72.0% | +94.9% | -22.9% | +24.3% |
| All | +445.6% | +85.5% | +360.1% | +216.4% |
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 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