+13,507.3%
GOOGL vs TXT
+185.1%
+13,322.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.0% |
| 30D | -6.6% | -10.6% | +4.1% | -3.8% |
| 3M | -8.9% | -13.2% | +4.2% | -5.8% |
| 6M | +11.9% | -20.3% | +32.2% | +18.3% |
| YTD | +8.3% | -9.3% | +17.6% | +10.3% |
| 1Y | +46.2% | -2.7% | +48.9% | +45.9% |
| 3Y | +151.9% | +1.4% | +150.5% | +145.6% |
| 5Y | +137.7% | +9.6% | +128.2% | +125.9% |
| 10Y | +757.6% | +94.9% | +662.7% | +566.1% |
| All | +13,507.3% | +185.1% | +13,322.2% | +8,368.0% |
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 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