+767.4%
GOOG vs TXT
+103.1%
+664.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -3.6% | -10.2% | +6.6% | -0.1% |
| 3M | -6.4% | -13.3% | +6.8% | -2.4% |
| 6M | +7.8% | -14.4% | +22.1% | +12.8% |
| YTD | +5.5% | -9.1% | +14.6% | +7.7% |
| 1Y | +38.3% | -2.2% | +40.4% | +37.4% |
| 3Y | +143.1% | +5.1% | +138.0% | +131.1% |
| 5Y | +135.0% | +12.8% | +122.2% | +115.7% |
| All | +767.4% | +103.1% | +664.3% | +581.7% |
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