+143.3%
DELL vs TXT
+9.2%
+134.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.3% | -7.6% | -8.4% |
| 7D | -24.6% | +10.6% | -35.2% | -27.3% |
| 30D | -32.5% | +14.4% | -46.9% | -36.1% |
| 3M | -20.2% | -2.7% | -17.5% | -18.3% |
| 6M | +76.5% | -4.7% | +81.1% | +82.9% |
| YTD | +198.9% | -0.5% | +199.5% | +201.9% |
| 1Y | +143.3% | +8.7% | +134.6% | +117.9% |
| All | +143.3% | +9.2% | +134.2% | +117.9% |
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