+37.4%
GILD vs TXT
-1.0%
+38.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.7% | -4.8% | +8.4% | +4.4% |
| 30D | +14.6% | -10.6% | +25.2% | +16.6% |
| 3M | +17.7% | -13.2% | +30.8% | +19.7% |
| 6M | +3.1% | -20.3% | +23.5% | +6.2% |
| YTD | +24.5% | -9.3% | +33.8% | +26.3% |
| 1Y | +37.4% | -2.7% | +40.1% | +36.4% |
| All | +37.4% | -1.0% | +38.4% | +36.4% |
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 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