+5,512.5%
ANET vs TXT
+104.8%
+5,407.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | +3.7% | +0.8% | +2.8% | +3.3% |
| 30D | +0.7% | -10.4% | +11.2% | +5.4% |
| 3M | +26.8% | -14.3% | +41.1% | +34.7% |
| 6M | +40.7% | -15.1% | +55.8% | +49.4% |
| YTD | +47.2% | -8.3% | +55.6% | +50.2% |
| 1Y | +36.0% | -0.7% | +36.7% | +33.7% |
| 3Y | +292.8% | +6.0% | +286.8% | +268.5% |
| 5Y | +761.9% | +12.5% | +749.4% | +681.3% |
| 10Y | +3,770.2% | +103.2% | +3,667.0% | +2,445.8% |
| All | +5,512.5% | +104.8% | +5,407.7% | +3,496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling