+66.9%
AMAT vs TXT
+1.6%
+65.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.4% |
| 7D | +11.4% | +0.1% | +11.2% | +11.4% |
| 30D | -17.0% | +13.3% | -30.4% | -22.1% |
| 3M | -30.6% | -5.0% | -25.7% | -28.3% |
| 6M | -14.9% | -8.4% | -6.5% | -10.5% |
| YTD | +44.7% | -4.0% | +48.7% | +49.2% |
| 1Y | +66.9% | +2.8% | +64.1% | +68.1% |
| All | +66.9% | +1.6% | +65.3% | +68.1% |
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