-4.9%
GAP vs TXT
+4.2%
-9.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | 0.0% | -3.5% | +3.6% | +1.6% |
| 30D | -4.3% | +15.2% | -19.5% | -10.3% |
| 3M | +9.4% | -4.5% | +13.9% | +11.6% |
| 6M | -3.3% | -6.1% | +2.8% | -1.5% |
| YTD | -10.5% | -2.0% | -8.6% | -12.7% |
| All | -4.9% | +4.2% | -9.1% | -12.9% |
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