+152.0%
GE vs TXT
+89.4%
+62.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +8.1% | +13.3% | -5.3% | +0.1% |
| 3M | -7.9% | -5.0% | -2.9% | -5.5% |
| 6M | +12.9% | -8.4% | +21.3% | +17.7% |
| YTD | +8.2% | -4.0% | +12.1% | +9.3% |
| 1Y | +9.7% | +2.8% | +6.9% | +6.4% |
| 3Y | +266.1% | +10.3% | +255.8% | +230.4% |
| 5Y | +407.4% | +9.2% | +398.2% | +350.6% |
| All | +152.0% | +89.4% | +62.5% | +46.4% |
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