+868.6%
MSFT vs TXT
+98.4%
+770.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -1.0% | -11.1% | +10.0% | +2.6% |
| 3M | +20.2% | -13.0% | +33.2% | +25.0% |
| 6M | +21.3% | -16.2% | +37.5% | +27.0% |
| YTD | +2.8% | -8.7% | +11.5% | +4.1% |
| 1Y | 0.0% | -3.8% | +3.7% | -0.8% |
| 3Y | +51.2% | +5.5% | +45.7% | +42.6% |
| 5Y | +71.4% | +12.3% | +59.1% | +56.3% |
| 10Y | +868.6% | +97.4% | +771.2% | +632.3% |
| All | +868.6% | +98.4% | +770.2% | +632.3% |
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