+144.8%
IBM vs TXT
+90.9%
+53.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +6.8% | +13.3% | -6.5% | +1.6% |
| 3M | +4.4% | -5.1% | +9.5% | +6.0% |
| 6M | +13.2% | -7.1% | +20.3% | +15.2% |
| YTD | -15.1% | -3.2% | -11.9% | -15.7% |
| 1Y | -20.2% | +2.3% | -22.5% | -22.4% |
| 3Y | +79.3% | +11.1% | +68.2% | +66.7% |
| 5Y | +147.5% | +10.0% | +137.4% | +125.5% |
| All | +144.8% | +90.9% | +53.9% | +70.9% |
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