-40.2%
AMAT vs TXT
-4.5%
-35.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -11.9% | -13.3% |
| 7D | -24.3% | -2.5% | -21.7% | -23.9% |
| 30D | -39.8% | +12.8% | -52.6% | -39.9% |
| 3M | -40.2% | -3.6% | -36.6% | -41.2% |
| All | -40.2% | -4.5% | -35.7% | -41.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling