+23.4%
FITB vs TXT
-3.0%
+26.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -5.1% | -10.4% | +5.3% | -0.9% |
| 3M | +3.5% | -14.3% | +17.9% | +9.6% |
| 6M | +17.2% | -15.1% | +32.3% | +24.1% |
| YTD | +17.6% | -8.3% | +26.0% | +19.6% |
| 1Y | +23.4% | -0.7% | +24.1% | +23.5% |
| All | +23.4% | -3.0% | +26.4% | +23.5% |
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 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