+270.0%
INTC vs TXT
+100.3%
+169.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +18.0% | +0.8% | +17.2% | +17.5% |
| 30D | +8.9% | -10.4% | +19.4% | +14.7% |
| 3M | -1.6% | -14.3% | +12.8% | +5.6% |
| 6M | +133.1% | -15.1% | +148.2% | +150.9% |
| YTD | +187.9% | -8.3% | +196.2% | +196.9% |
| 1Y | +334.7% | -0.7% | +335.4% | +330.6% |
| 3Y | +184.2% | +6.0% | +178.2% | +172.5% |
| 5Y | +116.0% | +12.5% | +103.5% | +99.9% |
| 10Y | +270.0% | +103.2% | +166.8% | +169.4% |
| All | +270.0% | +100.3% | +169.7% | +169.4% |
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