+1,587.5%
AMAT vs TXT
+94.9%
+1,492.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -4.8% | +3.3% | +1.5% |
| 30D | -14.8% | -10.6% | -4.2% | -8.8% |
| 3M | -9.3% | -13.2% | +3.9% | -1.1% |
| 6M | +27.4% | -20.3% | +47.7% | +46.3% |
| YTD | +77.6% | -9.3% | +86.8% | +86.7% |
| 1Y | +188.9% | -2.7% | +191.6% | +190.2% |
| 3Y | +202.3% | +1.4% | +200.9% | +191.5% |
| 5Y | +248.9% | +9.6% | +239.3% | +222.8% |
| All | +1,587.5% | +94.9% | +1,492.5% | +1,040.2% |
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