-62.0%
GME vs TXT
+12.6%
-74.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -1.4% | -11.1% | +9.6% | +4.8% |
| 3M | -15.1% | -13.0% | -2.2% | -9.5% |
| 6M | -22.5% | -16.2% | -6.3% | -16.0% |
| YTD | -5.9% | -8.7% | +2.8% | -4.2% |
| 1Y | -18.6% | -3.8% | -14.9% | -20.3% |
| 3Y | +6.7% | +5.5% | +1.1% | -10.7% |
| 5Y | -62.0% | +12.3% | -74.3% | -69.4% |
| All | -62.0% | +12.6% | -74.6% | -69.4% |
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