-21.9%
AS vs TXT
-1.0%
-20.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -4.9% | -4.8% | -0.1% | -3.1% |
| 30D | -19.6% | -10.6% | -9.0% | -16.2% |
| 3M | -14.4% | -13.2% | -1.2% | -10.3% |
| 6M | -20.1% | -20.3% | +0.2% | -14.6% |
| YTD | -20.9% | -9.3% | -11.7% | -18.1% |
| 1Y | -21.9% | -2.7% | -19.2% | -21.0% |
| All | -21.9% | -1.0% | -20.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling