+73.7%
AMAT vs TXT
+4.6%
+69.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | -20.6% | +13.4% | -34.0% | -25.4% |
| 3M | -24.8% | -2.5% | -22.2% | -23.2% |
| 6M | -10.7% | -6.2% | -4.5% | -7.1% |
| YTD | +54.3% | -1.3% | +55.6% | +55.9% |
| 1Y | +73.7% | +4.3% | +69.4% | +67.3% |
| All | +73.7% | +4.6% | +69.1% | +67.3% |
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