+133.7%
AS vs TXT
+0.5%
+133.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.5% |
| 7D | +7.1% | -2.5% | +9.7% | +8.4% |
| 30D | +12.8% | +12.8% | 0.0% | +6.0% |
| 3M | -14.7% | -3.6% | -11.1% | -13.4% |
| 6M | -9.9% | -6.9% | -3.0% | -7.5% |
| YTD | -16.1% | -2.2% | -14.0% | -16.7% |
| 1Y | +0.2% | +6.3% | -6.1% | -5.1% |
| All | +133.7% | +0.5% | +133.2% | +96.8% |
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 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