+2,765.1%
GE vs TXT
+2,193.3%
+571.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.5% |
| 7D | +7.1% | -2.5% | +9.6% | +8.2% |
| 30D | +6.5% | +14.4% | -7.9% | +0.5% |
| 3M | -13.6% | -4.9% | -8.6% | -12.0% |
| 6M | +6.0% | -10.2% | +16.2% | +10.2% |
| YTD | +5.4% | -4.1% | +9.5% | +6.5% |
| 1Y | +6.5% | +4.0% | +2.5% | +4.0% |
| 3Y | +268.6% | +8.0% | +260.6% | +249.9% |
| 5Y | +389.0% | +8.4% | +380.6% | +359.8% |
| 10Y | +163.3% | +116.6% | +46.7% | +82.5% |
| All | +2,765.1% | +2,193.3% | +571.7% | +583.5% |
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