+343.3%
AHR vs TXT
-6.2%
+349.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.3% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | +1.9% | -8.9% | +10.7% | +3.4% |
| 3M | +15.7% | -13.6% | +29.2% | +18.3% |
| 6M | +2.5% | -13.1% | +15.6% | +4.6% |
| YTD | +15.0% | -7.0% | +22.0% | +15.6% |
| 1Y | +28.1% | -1.4% | +29.5% | +26.9% |
| All | +343.3% | -6.2% | +349.5% | +331.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling