+72.4%
IBM vs TXT
+5.7%
+66.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -1.5% | -11.1% | +9.6% | +2.3% |
| 3M | -16.8% | -13.0% | -3.8% | -13.3% |
| 6M | -9.0% | -16.2% | +7.2% | -4.2% |
| YTD | -20.1% | -8.7% | -11.3% | -19.2% |
| 1Y | -7.0% | -3.8% | -3.2% | -8.4% |
| 3Y | +72.4% | +5.5% | +66.9% | +62.4% |
| All | +72.4% | +5.7% | +66.7% | +62.4% |
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 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