+791.3%
ANET vs TXT
+14.1%
+777.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.5% |
| 7D | +3.0% | +2.5% | +0.5% | +1.9% |
| 30D | -5.2% | -8.9% | +3.7% | -1.0% |
| 3M | +27.6% | -13.6% | +41.2% | +36.1% |
| 6M | +44.4% | -13.1% | +57.5% | +53.0% |
| YTD | +52.3% | -7.0% | +59.3% | +54.1% |
| 1Y | +30.4% | -1.4% | +31.8% | +27.4% |
| 3Y | +313.3% | +7.0% | +306.3% | +269.2% |
| All | +791.3% | +14.1% | +777.1% | +652.8% |
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