+44.9%
AMZN vs TXT
+13.4%
+31.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -9.2% | -10.4% | +1.2% | -4.2% |
| 3M | +3.4% | -14.3% | +17.7% | +10.7% |
| 6M | +18.2% | -15.1% | +33.3% | +26.6% |
| YTD | +9.3% | -8.3% | +17.7% | +11.2% |
| 1Y | +5.9% | -0.7% | +6.6% | +2.7% |
| 3Y | +82.6% | +6.0% | +76.6% | +63.7% |
| 5Y | +44.9% | +12.5% | +32.4% | +22.0% |
| All | +44.9% | +13.4% | +31.5% | +22.0% |
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