+121.2%
INTC vs TXT
+98.8%
+22.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +8.0% |
| 7D | +7.3% | -0.8% | +8.1% | +7.6% |
| 30D | -38.3% | +13.4% | -51.7% | -42.2% |
| 3M | -36.0% | -2.5% | -33.5% | -35.7% |
| 6M | -51.7% | -6.2% | -45.5% | -50.7% |
| YTD | +69.4% | -1.3% | +70.7% | +67.6% |
| 1Y | +65.0% | +4.3% | +60.7% | +58.8% |
| 3Y | +63.0% | +13.2% | +49.8% | +50.8% |
| 5Y | +33.4% | +12.4% | +21.0% | +22.0% |
| 10Y | +121.2% | +94.8% | +26.4% | +67.8% |
| All | +121.2% | +98.8% | +22.4% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling