+2,351.6%
INFY vs TXT
+164.8%
+2,186.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -8.7% | +0.8% | -9.5% | -8.9% |
| 30D | -13.0% | -10.4% | -2.5% | -9.9% |
| 3M | -8.8% | -14.3% | +5.6% | -4.5% |
| 6M | -22.6% | -15.1% | -7.5% | -19.0% |
| YTD | -37.3% | -8.3% | -29.0% | -36.4% |
| 1Y | -33.4% | -0.7% | -32.7% | -34.3% |
| 3Y | -32.3% | +6.0% | -38.3% | -35.6% |
| 5Y | -45.2% | +12.5% | -57.8% | -49.8% |
| 10Y | +80.0% | +103.2% | -23.2% | +24.1% |
| All | +2,351.6% | +164.8% | +2,186.7% | +916.9% |
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