+105.9%
GILD vs TXT
+7.0%
+98.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -4.8% | +2.5% | -7.3% | -5.3% |
| 30D | +5.8% | -8.9% | +14.6% | +7.9% |
| 3M | +14.9% | -13.6% | +28.5% | +18.3% |
| 6M | -0.4% | -13.1% | +12.7% | +2.2% |
| YTD | +18.5% | -7.0% | +25.5% | +19.5% |
| 1Y | +25.1% | -1.4% | +26.5% | +24.1% |
| 3Y | +105.9% | +7.0% | +98.9% | +94.9% |
| All | +105.9% | +7.0% | +98.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling