+120.4%
AS vs TXT
-6.8%
+127.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -4.9% | -4.8% | -0.1% | -2.5% |
| 30D | -19.6% | -10.6% | -9.0% | -14.9% |
| 3M | -14.4% | -13.2% | -1.2% | -8.6% |
| 6M | -20.1% | -20.3% | +0.2% | -11.0% |
| YTD | -20.9% | -9.3% | -11.7% | -18.1% |
| 1Y | -21.9% | -2.7% | -19.2% | -22.5% |
| All | +120.4% | -6.8% | +127.2% | +93.2% |
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