+2,521.8%
IBM vs TXT
+2,193.3%
+328.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -5.0% | -2.5% | -2.4% | -4.4% |
| 30D | +11.1% | +14.4% | -3.3% | +6.9% |
| 3M | +5.7% | -4.9% | +10.6% | +6.8% |
| 6M | +10.1% | -10.2% | +20.3% | +12.6% |
| YTD | -15.6% | -4.1% | -11.5% | -15.6% |
| 1Y | -19.5% | +4.0% | -23.5% | -21.3% |
| 3Y | +80.4% | +8.0% | +72.4% | +73.4% |
| 5Y | +140.0% | +8.4% | +131.6% | +126.8% |
| 10Y | +155.0% | +116.6% | +38.4% | +91.6% |
| All | +2,521.8% | +2,193.3% | +328.5% | +722.9% |
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 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