+134.9%
AS vs TXT
-1.5%
+136.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | +6.9% | -2.5% | +9.5% | +8.2% |
| 30D | +16.0% | +14.4% | +1.6% | +8.2% |
| 3M | -12.8% | -4.9% | -7.9% | -10.9% |
| 6M | -15.4% | -10.2% | -5.2% | -11.5% |
| YTD | -15.7% | -4.1% | -11.6% | -15.5% |
| 1Y | +6.1% | +4.0% | +2.1% | +1.6% |
| All | +134.9% | -1.5% | +136.3% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling