+128.8%
GOOG vs TXT
+13.4%
+115.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -7.7% | -10.4% | +2.8% | -3.6% |
| 3M | -9.3% | -14.3% | +5.0% | -4.2% |
| 6M | +7.4% | -15.1% | +22.5% | +13.7% |
| YTD | +4.9% | -8.3% | +13.2% | +6.7% |
| 1Y | +37.2% | -0.7% | +37.9% | +34.5% |
| 3Y | +141.6% | +6.0% | +135.6% | +120.4% |
| 5Y | +128.8% | +12.5% | +116.2% | +95.0% |
| All | +128.8% | +13.4% | +115.4% | +95.0% |
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