+319.1%
DELL vs TXT
-1.0%
+320.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +14.9% | -4.8% | +19.7% | +17.3% |
| 30D | +13.3% | -10.6% | +23.9% | +18.9% |
| 3M | +24.4% | -13.2% | +37.6% | +32.5% |
| 6M | +258.0% | -20.3% | +278.4% | +284.8% |
| YTD | +320.2% | -9.3% | +329.4% | +339.6% |
| 1Y | +319.1% | -2.7% | +321.7% | +324.9% |
| All | +319.1% | -1.0% | +320.1% | +324.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling