-33.2%
INFY vs TXT
+4.6%
-37.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -9.8% | -0.2% | -9.5% | -9.7% |
| 30D | -13.4% | -10.2% | -3.2% | -11.3% |
| 3M | -7.2% | -13.3% | +6.0% | -4.5% |
| 6M | -20.6% | -14.4% | -6.3% | -18.2% |
| YTD | -37.5% | -9.1% | -28.3% | -37.1% |
| 1Y | -33.4% | -2.2% | -31.2% | -34.8% |
| All | -33.2% | +4.6% | -37.8% | -38.1% |
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