+70.6%
MA vs TXT
+13.4%
+57.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +11.0% | +13.4% | -2.4% | +7.4% |
| 3M | +17.9% | -2.5% | +20.4% | +18.3% |
| 6M | +33.2% | -6.2% | +39.3% | +34.5% |
| YTD | +16.5% | -1.3% | +17.8% | +14.8% |
| 1Y | +19.1% | +4.3% | +14.8% | +15.1% |
| All | +70.6% | +13.4% | +57.2% | +55.1% |
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