+913.4%
MSFT vs TXT
+90.9%
+822.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -3.8% | +13.3% | -17.0% | -7.7% |
| 3M | +6.4% | -5.1% | +11.5% | +7.7% |
| 6M | +28.8% | -7.1% | +35.9% | +30.6% |
| YTD | +8.8% | -3.2% | +12.0% | +7.8% |
| 1Y | +3.2% | +2.3% | +0.8% | +0.2% |
| 3Y | +44.8% | +11.1% | +33.7% | +34.0% |
| 5Y | +61.8% | +10.0% | +51.8% | +47.9% |
| All | +913.4% | +90.9% | +822.5% | +672.7% |
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 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