-0.2%
GAP vs TXT
+90.9%
-91.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | +0.1% |
| 7D | -5.2% | -1.1% | -4.1% | -4.4% |
| 30D | -6.9% | +13.3% | -20.2% | -15.8% |
| 3M | +5.7% | -5.1% | +10.8% | +9.3% |
| 6M | +0.9% | -7.1% | +8.0% | +4.8% |
| YTD | -14.5% | -3.2% | -11.3% | -14.8% |
| 1Y | -12.1% | +2.3% | -14.4% | -16.2% |
| 3Y | +72.2% | +11.1% | +61.1% | +51.4% |
| 5Y | +4.5% | +10.0% | -5.5% | -7.9% |
| All | -0.2% | +90.9% | -91.2% | -50.6% |
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