+2,874.1%
GE vs TXT
+2,244.6%
+629.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.9% |
| 7D | +6.3% | -3.5% | +9.8% | +7.8% |
| 30D | +8.9% | +15.2% | -6.3% | +2.5% |
| 3M | -9.2% | -4.5% | -4.7% | -7.7% |
| 6M | +13.2% | -6.1% | +19.3% | +15.6% |
| YTD | +9.4% | -2.0% | +11.3% | +9.6% |
| 1Y | +9.8% | +4.2% | +5.6% | +7.2% |
| 3Y | +278.2% | +14.4% | +263.8% | +250.7% |
| 5Y | +396.0% | +12.3% | +383.7% | +359.7% |
| 10Y | +162.4% | +101.8% | +60.5% | +86.5% |
| All | +2,874.1% | +2,244.6% | +629.4% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling