+678.3%
DELL vs TXT
+5.5%
+672.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | +8.7% | +0.8% | +7.9% | +8.3% |
| 30D | +16.9% | -10.4% | +27.3% | +23.8% |
| 3M | +40.4% | -14.3% | +54.8% | +52.2% |
| 6M | +267.1% | -15.1% | +282.2% | +298.4% |
| YTD | +329.1% | -8.3% | +337.4% | +343.9% |
| 1Y | +346.9% | -0.7% | +347.6% | +340.6% |
| All | +678.3% | +5.5% | +672.8% | +631.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling