+920.4%
MSFT vs TXT
+115.3%
+805.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | +7.5% | -3.5% | +11.0% | +8.7% |
| 30D | +1.9% | +15.2% | -13.3% | -2.8% |
| 3M | +9.2% | -4.5% | +13.7% | +10.3% |
| 6M | +31.9% | -6.1% | +38.0% | +33.3% |
| YTD | +13.4% | -2.0% | +15.4% | +11.9% |
| 1Y | +10.6% | +4.2% | +6.4% | +6.9% |
| 3Y | +54.7% | +14.4% | +40.3% | +41.9% |
| 5Y | +69.1% | +12.3% | +56.8% | +53.6% |
| 10Y | +920.4% | +101.8% | +818.5% | +706.3% |
| All | +920.4% | +115.3% | +805.0% | +706.3% |
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