+569.8%
DELL vs TXT
+8.5%
+561.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.4% | -6.7% |
| 7D | +4.9% | +0.1% | +4.7% | +4.7% |
| 30D | -32.1% | +13.3% | -45.4% | -37.3% |
| 3M | -30.2% | -5.0% | -25.3% | -28.6% |
| 6M | +41.7% | -8.4% | +50.1% | +47.9% |
| YTD | +176.6% | -4.0% | +180.6% | +177.8% |
| 1Y | +159.9% | +2.8% | +157.1% | +150.2% |
| 3Y | +388.0% | +10.3% | +377.7% | +331.6% |
| All | +569.8% | +8.5% | +561.3% | +463.5% |
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