+43.3%
AMAT vs TXT
+4.1%
+39.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.1% |
| 7D | -14.7% | -2.5% | -12.2% | -13.7% |
| 30D | -36.1% | +14.4% | -50.5% | -40.3% |
| 3M | -36.9% | -4.9% | -31.9% | -34.9% |
| 6M | -22.2% | -10.2% | -12.0% | -17.5% |
| YTD | +29.9% | -4.1% | +34.0% | +33.7% |
| 1Y | +43.3% | +4.0% | +39.3% | +41.6% |
| All | +43.3% | +4.1% | +39.1% | +41.6% |
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