+62.2%
INTC vs TXT
+11.3%
+51.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | +17.1% | -1.1% | +18.2% | +17.7% |
| 30D | -40.5% | +13.3% | -53.7% | -44.8% |
| 3M | -39.4% | -5.1% | -34.2% | -37.5% |
| 6M | -49.3% | -7.1% | -42.1% | -47.2% |
| YTD | +65.9% | -3.2% | +69.1% | +64.8% |
| 1Y | +61.5% | +2.3% | +59.2% | +53.7% |
| All | +62.2% | +11.3% | +51.0% | +50.1% |
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