+461.3%
GME vs TXT
+89.4%
+371.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -4.8% | +13.3% | -18.1% | -9.8% |
| 3M | +39.2% | -5.0% | +44.2% | +41.1% |
| 6M | +17.1% | -8.4% | +25.5% | +19.6% |
| YTD | +28.7% | -4.0% | +32.7% | +27.8% |
| 1Y | +23.3% | +2.8% | +20.5% | +18.9% |
| 3Y | +112.9% | +10.3% | +102.7% | +92.3% |
| 5Y | -48.8% | +9.2% | -58.0% | -53.3% |
| All | +461.3% | +89.4% | +371.9% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling