+2,413.6%
IBM vs TXT
+2,070.1%
+343.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.0% |
| 30D | +0.3% | -10.6% | +10.9% | +3.3% |
| 3M | -21.6% | -13.2% | -8.4% | -18.8% |
| 6M | -4.7% | -20.3% | +15.6% | +0.6% |
| YTD | -19.1% | -9.3% | -9.8% | -17.7% |
| 1Y | -2.5% | -2.7% | +0.2% | -2.8% |
| 3Y | +74.2% | +1.4% | +72.8% | +70.6% |
| 5Y | +113.1% | +9.6% | +103.6% | +101.2% |
| 10Y | +133.5% | +94.9% | +38.6% | +80.7% |
| All | +2,413.6% | +2,070.1% | +343.6% | +702.6% |
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