+18.4%
GE vs TXT
-3.0%
+21.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -1.2% | +0.8% | -2.1% | -1.7% |
| 30D | -11.3% | -10.4% | -0.8% | -6.3% |
| 3M | -1.4% | -14.3% | +12.9% | +6.0% |
| 6M | +1.2% | -15.1% | +16.3% | +8.4% |
| YTD | +5.9% | -8.3% | +14.2% | +11.9% |
| 1Y | +18.4% | -0.7% | +19.1% | +24.6% |
| All | +18.4% | -3.0% | +21.4% | +24.6% |
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 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