+11,715.7%
GOOG vs TXT
+201.7%
+11,514.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -14.9% | +13.3% | -28.2% | -18.3% |
| 3M | -14.9% | -5.0% | -9.9% | -14.5% |
| 6M | -26.6% | -8.4% | -18.2% | -25.8% |
| YTD | -6.6% | -4.0% | -2.6% | -7.1% |
| 1Y | +5.1% | +2.8% | +2.3% | +2.6% |
| 3Y | +121.0% | +10.3% | +110.7% | +109.2% |
| 5Y | +97.3% | +9.2% | +88.2% | +86.3% |
| 10Y | +683.2% | +89.6% | +593.7% | +507.7% |
| All | +11,715.7% | +201.7% | +11,514.0% | +7,087.7% |
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 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