+147.1%
AMAT vs TXT
+13.0%
+134.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.1% | +9.7% |
| 7D | -1.1% | -3.5% | +2.5% | +1.8% |
| 30D | -26.9% | +15.2% | -42.1% | -34.7% |
| 3M | -31.2% | -4.5% | -26.7% | -29.3% |
| 6M | -14.7% | -6.1% | -8.6% | -11.4% |
| YTD | +44.7% | -2.0% | +46.7% | +43.3% |
| 1Y | +62.0% | +4.2% | +57.7% | +52.5% |
| 3Y | +165.0% | +14.4% | +150.6% | +120.3% |
| 5Y | +147.1% | +12.3% | +134.8% | +99.3% |
| All | +147.1% | +13.0% | +134.1% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling