+13,444.1%
GOOG vs TXT
+185.1%
+13,259.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -4.8% | +2.6% | -0.9% |
| 30D | -6.8% | -10.6% | +3.8% | -4.0% |
| 3M | -9.1% | -13.2% | +4.1% | -6.0% |
| 6M | +10.7% | -20.3% | +31.1% | +17.1% |
| YTD | +7.1% | -9.3% | +16.3% | +9.0% |
| 1Y | +44.6% | -2.7% | +47.3% | +44.3% |
| 3Y | +147.4% | +1.4% | +146.1% | +141.3% |
| 5Y | +133.8% | +9.6% | +124.2% | +122.2% |
| 10Y | +777.5% | +94.9% | +682.6% | +581.8% |
| All | +13,444.1% | +185.1% | +13,259.0% | +8,330.9% |
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