+1,710.5%
GS vs TXT
+134.4%
+1,576.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -5.6% |
| 7D | -6.3% | -2.5% | -3.8% | -5.3% |
| 30D | -3.1% | +12.8% | -16.0% | -8.6% |
| 3M | -17.7% | -3.6% | -14.0% | -16.8% |
| 6M | -4.6% | -6.9% | +2.4% | -2.4% |
| YTD | +0.3% | -2.2% | +2.5% | -0.3% |
| 1Y | +11.7% | +6.3% | +5.4% | +7.0% |
| 3Y | +183.6% | +10.3% | +173.3% | +164.9% |
| 5Y | +141.0% | +10.6% | +130.3% | +121.4% |
| 10Y | +507.4% | +121.0% | +386.4% | +293.1% |
| All | +1,710.5% | +134.4% | +1,576.1% | +548.2% |
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 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