+85,040.9%
ASML vs TXT
+808.9%
+84,232.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | -10.0% | +10.6% | -20.7% | -14.3% |
| 30D | -19.4% | +14.4% | -33.8% | -24.4% |
| 3M | -12.5% | -2.7% | -9.7% | -12.0% |
| 6M | +8.2% | -4.7% | +12.9% | +9.8% |
| YTD | +40.7% | -0.5% | +41.2% | +39.8% |
| 1Y | +46.1% | +8.7% | +37.4% | +39.5% |
| 3Y | +138.5% | +12.1% | +126.4% | +122.8% |
| 5Y | +84.2% | +14.6% | +69.6% | +72.1% |
| 10Y | +1,505.1% | +124.7% | +1,380.5% | +933.1% |
| All | +85,040.9% | +808.9% | +84,232.0% | +26,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling