+436.6%
GE vs TXT
+10.4%
+426.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.6% | -4.8% | +3.2% | +1.1% |
| 30D | -11.6% | -10.6% | -1.0% | -6.0% |
| 3M | +3.0% | -13.2% | +16.2% | +10.8% |
| 6M | -0.5% | -20.3% | +19.8% | +12.1% |
| YTD | +9.7% | -9.3% | +19.0% | +14.9% |
| 1Y | +20.0% | -2.7% | +22.7% | +20.5% |
| 3Y | +275.8% | +1.4% | +274.5% | +256.2% |
| All | +436.6% | +10.4% | +426.2% | +362.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling