+102.3%
INTC vs TXT
+10.7%
+91.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.0% |
| 7D | +9.4% | -0.2% | +9.7% | +9.6% |
| 30D | +2.7% | -10.2% | +12.9% | +9.6% |
| 3M | -6.3% | -13.3% | +7.0% | +1.8% |
| 6M | +114.5% | -14.4% | +128.8% | +134.4% |
| YTD | +171.9% | -9.1% | +181.0% | +182.9% |
| 1Y | +305.0% | -2.2% | +307.2% | +299.9% |
| 3Y | +168.3% | +5.1% | +163.3% | +148.8% |
| 5Y | +102.3% | +12.8% | +89.5% | +75.0% |
| All | +102.3% | +10.7% | +91.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling