-10.6%
GAP vs TXT
+1.6%
-12.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -7.1% | +13.3% | -20.4% | -12.2% |
| 3M | +4.1% | -5.0% | +9.1% | +6.4% |
| 6M | +1.9% | -8.4% | +10.3% | +5.0% |
| YTD | -15.2% | -4.0% | -11.2% | -16.4% |
| 1Y | -10.6% | +2.8% | -13.4% | -16.8% |
| All | -10.6% | +1.6% | -12.2% | -16.8% |
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