+179.4%
INTC vs TXT
+5.7%
+173.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +8.7% |
| 7D | +17.4% | -0.2% | +17.6% | +17.6% |
| 30D | +2.8% | -11.1% | +13.8% | +10.1% |
| 3M | -5.3% | -13.0% | +7.7% | +2.4% |
| 6M | +140.6% | -16.2% | +156.8% | +165.5% |
| YTD | +183.1% | -8.7% | +191.8% | +192.3% |
| 1Y | +326.8% | -3.8% | +330.5% | +322.6% |
| 3Y | +179.4% | +5.5% | +173.9% | +172.7% |
| All | +179.4% | +5.7% | +173.8% | +172.7% |
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