+32,991.5%
GILD vs TXT
+1,265.1%
+31,726.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.3% |
| 7D | -4.8% | +2.5% | -7.3% | -5.4% |
| 30D | +5.8% | -8.9% | +14.6% | +7.9% |
| 3M | +14.9% | -13.6% | +28.5% | +18.4% |
| 6M | -0.4% | -13.1% | +12.7% | +2.4% |
| YTD | +18.5% | -7.0% | +25.5% | +19.7% |
| 1Y | +25.1% | -1.4% | +26.5% | +24.5% |
| 3Y | +105.9% | +7.0% | +98.9% | +99.1% |
| 5Y | +143.0% | +15.4% | +127.6% | +127.5% |
| 10Y | +162.4% | +106.1% | +56.3% | +101.4% |
| All | +32,991.5% | +1,265.1% | +31,726.4% | +13,605.7% |
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