+34.5%
AVAV vs TXT
+14.4%
+20.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.7% |
| 7D | 0.0% | -1.1% | +1.0% | +0.7% |
| 30D | -9.9% | +17.1% | -27.0% | -17.6% |
| 3M | -34.7% | -2.6% | -32.1% | -33.8% |
| 6M | -26.6% | -4.6% | -22.1% | -24.7% |
| YTD | -48.9% | -0.3% | -48.6% | -49.5% |
| 1Y | -63.0% | +5.9% | -68.9% | -64.6% |
| 3Y | +1.6% | +14.4% | -12.8% | -9.3% |
| 5Y | +34.5% | +15.9% | +18.6% | +10.7% |
| All | +34.5% | +14.4% | +20.1% | +10.7% |
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