+188.9%
AMAT vs TXT
-1.0%
+189.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -4.8% | +3.3% | +1.2% |
| 30D | -14.8% | -10.6% | -4.2% | -9.4% |
| 3M | -9.3% | -13.2% | +3.9% | -2.1% |
| 6M | +27.4% | -20.3% | +47.7% | +39.8% |
| YTD | +77.6% | -9.3% | +86.8% | +86.6% |
| 1Y | +188.9% | -2.7% | +191.6% | +198.9% |
| All | +188.9% | -1.0% | +189.9% | +198.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling