+97,349.8%
ASML vs TXT
+729.2%
+96,620.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -4.8% | +5.9% | +3.3% |
| 30D | +2.2% | -10.6% | +12.8% | +7.2% |
| 3M | -2.3% | -13.2% | +10.9% | +3.7% |
| 6M | +23.0% | -20.3% | +43.3% | +35.9% |
| YTD | +61.1% | -9.3% | +70.3% | +67.5% |
| 1Y | +129.1% | -2.7% | +131.8% | +130.6% |
| 3Y | +165.4% | +1.4% | +164.0% | +160.1% |
| 5Y | +109.5% | +9.6% | +99.9% | +100.6% |
| 10Y | +1,645.7% | +94.9% | +1,550.8% | +1,100.2% |
| All | +97,349.8% | +729.2% | +96,620.6% | +31,300.0% |
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