+46.6%
ASML vs TXT
+4.2%
+42.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -0.8% | -3.5% | +2.7% | +0.8% |
| 30D | -14.9% | +15.2% | -30.1% | -20.9% |
| 3M | -13.0% | -4.5% | -8.5% | -10.2% |
| 6M | -4.7% | -6.1% | +1.4% | -1.0% |
| YTD | +42.3% | -2.0% | +44.3% | +45.8% |
| All | +46.6% | +4.2% | +42.4% | +45.8% |
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 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