+115.5%
IBM vs TXT
+10.4%
+105.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.2% |
| 30D | +0.3% | -10.6% | +10.9% | +3.7% |
| 3M | -21.6% | -13.2% | -8.4% | -18.5% |
| 6M | -4.7% | -20.3% | +15.6% | +1.6% |
| YTD | -19.1% | -9.3% | -9.8% | -17.8% |
| 1Y | -2.5% | -2.7% | +0.2% | -3.5% |
| 3Y | +74.2% | +1.4% | +72.8% | +68.7% |
| All | +115.5% | +10.4% | +105.1% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling