+149.9%
IBM vs TXT
+115.3%
+34.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.3% |
| 30D | +8.4% | +15.2% | -6.8% | +2.5% |
| 3M | +4.5% | -4.5% | +8.9% | +5.8% |
| 6M | +7.9% | -6.1% | +14.0% | +9.4% |
| YTD | -15.2% | -2.0% | -13.3% | -16.1% |
| 1Y | -17.6% | +4.2% | -21.8% | -20.4% |
| 3Y | +82.1% | +14.4% | +67.7% | +67.4% |
| 5Y | +143.3% | +12.3% | +131.0% | +119.9% |
| 10Y | +149.9% | +101.8% | +48.1% | +69.4% |
| All | +149.9% | +115.3% | +34.6% | +69.4% |
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