+216.5%
AZN vs TXT
+107.7%
+108.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | -1.6% | +2.5% | -4.0% | -1.9% |
| 30D | +1.1% | -8.9% | +9.9% | +2.4% |
| 3M | -12.1% | -13.6% | +1.4% | -10.4% |
| 6M | -17.1% | -13.1% | -4.0% | -15.7% |
| YTD | -12.0% | -7.0% | -5.0% | -11.4% |
| 1Y | -0.2% | -1.4% | +1.2% | -0.4% |
| 3Y | +26.8% | +7.0% | +19.8% | +23.7% |
| 5Y | +56.9% | +15.4% | +41.5% | +49.7% |
| All | +216.5% | +107.7% | +108.8% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling