+123.4%
AS vs TXT
-1.4%
+124.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +3.9% | +13.3% | -9.5% | -2.6% |
| 3M | -9.6% | -5.0% | -4.6% | -7.6% |
| 6M | -8.7% | -8.4% | -0.2% | -5.5% |
| YTD | -19.8% | -4.0% | -15.9% | -19.6% |
| 1Y | -1.5% | +2.8% | -4.3% | -5.0% |
| All | +123.4% | -1.4% | +124.8% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling