+14.6%
GAP vs TXT
+115.3%
-100.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +1.8% |
| 7D | 0.0% | -3.5% | +3.6% | +2.8% |
| 30D | -4.3% | +15.2% | -19.5% | -14.6% |
| 3M | +9.4% | -4.5% | +13.9% | +12.5% |
| 6M | -3.3% | -6.1% | +2.8% | -0.4% |
| YTD | -10.5% | -2.0% | -8.6% | -11.7% |
| 1Y | -2.4% | +4.2% | -6.6% | -8.2% |
| 3Y | +80.1% | +14.4% | +65.7% | +54.8% |
| 5Y | +6.5% | +12.3% | -5.9% | -7.7% |
| 10Y | +14.6% | +101.8% | -87.2% | -48.8% |
| All | +14.6% | +115.3% | -100.7% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling