+150.5%
GOOGL vs TXT
+5.7%
+144.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -4.4% | -11.1% | +6.6% | -1.5% |
| 3M | -6.8% | -13.0% | +6.2% | -3.7% |
| 6M | +13.6% | -16.2% | +29.8% | +18.3% |
| YTD | +8.3% | -8.7% | +17.0% | +9.6% |
| 1Y | +44.9% | -3.8% | +48.7% | +44.1% |
| 3Y | +150.5% | +5.5% | +144.9% | +139.7% |
| All | +150.5% | +5.7% | +144.8% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling