-4.4%
GAP vs TXT
-2.3%
-2.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +9.3% | -11.1% | +20.4% | +14.7% |
| 3M | +6.1% | -13.0% | +19.1% | +11.6% |
| 6M | -2.3% | -16.2% | +13.9% | +4.2% |
| YTD | -10.6% | -8.7% | -1.9% | -7.6% |
| 1Y | -4.4% | -3.8% | -0.7% | -3.8% |
| All | -4.4% | -2.3% | -2.1% | -3.8% |
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 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