+39.4%
GOOGL vs TXT
-1.4%
+40.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.2% | -10.2% | +7.0% | -1.4% |
| 3M | -6.6% | -13.3% | +6.7% | -4.6% |
| 6M | +8.5% | -14.4% | +22.8% | +10.3% |
| YTD | +6.5% | -9.1% | +15.6% | +6.7% |
| 1Y | +39.4% | -2.2% | +41.6% | +35.0% |
| All | +39.4% | -1.4% | +40.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling