+2,883.5%
GE vs TXT
+2,070.1%
+813.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.6% | -4.8% | +3.2% | +0.4% |
| 30D | -11.6% | -10.6% | -1.0% | -7.4% |
| 3M | +3.0% | -13.2% | +16.2% | +9.0% |
| 6M | -0.5% | -20.3% | +19.8% | +9.1% |
| YTD | +9.7% | -9.3% | +19.0% | +13.8% |
| 1Y | +20.0% | -2.7% | +22.7% | +20.6% |
| 3Y | +275.8% | +1.4% | +274.5% | +266.7% |
| 5Y | +429.1% | +9.6% | +419.5% | +397.0% |
| 10Y | +151.2% | +94.9% | +56.3% | +81.8% |
| All | +2,883.5% | +2,070.1% | +813.5% | +630.4% |
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 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