+75.8%
GM vs TXT
+14.1%
+61.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -2.0% |
| 7D | -2.4% | +2.5% | -4.9% | -4.0% |
| 30D | -1.1% | -8.9% | +7.7% | +4.5% |
| 3M | +6.1% | -13.6% | +19.7% | +15.0% |
| 6M | +15.0% | -13.1% | +28.1% | +23.6% |
| YTD | +6.0% | -7.0% | +13.0% | +8.1% |
| 1Y | +47.1% | -1.4% | +48.5% | +43.7% |
| 3Y | +170.5% | +7.0% | +163.5% | +138.0% |
| All | +75.8% | +14.1% | +61.6% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling