+667.7%
GOOGL vs TXT
+98.8%
+568.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | -16.8% | +13.4% | -30.2% | -20.9% |
| 3M | -14.6% | -2.5% | -12.0% | -14.6% |
| 6M | -24.4% | -6.2% | -18.2% | -23.9% |
| YTD | -6.1% | -1.3% | -4.7% | -7.5% |
| 1Y | +1.0% | +4.3% | -3.3% | -2.5% |
| 3Y | +123.4% | +13.2% | +110.2% | +105.4% |
| 5Y | +103.2% | +12.4% | +90.9% | +84.7% |
| 10Y | +667.7% | +94.8% | +572.9% | +499.2% |
| All | +667.7% | +98.8% | +568.9% | +499.2% |
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