+164.6%
GM vs TXT
+5.5%
+159.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | -4.6% | -10.4% | +5.9% | 0.0% |
| 3M | +0.2% | -14.3% | +14.6% | +6.7% |
| 6M | +12.6% | -15.1% | +27.7% | +20.1% |
| YTD | +3.7% | -8.3% | +12.0% | +5.9% |
| 1Y | +45.6% | -0.7% | +46.3% | +42.6% |
| All | +164.6% | +5.5% | +159.1% | +153.9% |
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