+246.5%
GM vs TXT
+283.3%
-36.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.9% | -4.8% | +6.7% | +4.6% |
| 30D | -1.4% | -10.6% | +9.2% | +4.6% |
| 3M | +5.9% | -13.2% | +19.1% | +13.4% |
| 6M | +12.4% | -20.3% | +32.7% | +25.7% |
| YTD | +8.6% | -9.3% | +17.9% | +12.6% |
| 1Y | +52.6% | -2.7% | +55.3% | +51.9% |
| 3Y | +169.7% | +1.4% | +168.3% | +157.1% |
| 5Y | +87.5% | +9.6% | +78.0% | +71.7% |
| 10Y | +233.0% | +94.9% | +138.1% | +111.5% |
| All | +246.5% | +283.3% | -36.8% | +50.6% |
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