+56.4%
AZN vs TXT
+10.7%
+45.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +0.6% | -10.2% | +10.8% | +2.4% |
| 3M | -10.8% | -13.3% | +2.5% | -8.8% |
| 6M | -18.1% | -14.4% | -3.8% | -16.2% |
| YTD | -12.3% | -9.1% | -3.2% | -11.2% |
| 1Y | -0.2% | -2.2% | +2.0% | -0.4% |
| 3Y | +23.4% | +5.1% | +18.3% | +18.8% |
| 5Y | +56.4% | +12.8% | +43.6% | +45.9% |
| All | +56.4% | +10.7% | +45.7% | +45.9% |
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