+55.0%
MSFT vs TXT
+4.5%
+50.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -4.8% | +2.1% | -2.0% |
| 30D | +2.7% | -10.6% | +13.3% | +4.5% |
| 3M | +17.0% | -13.2% | +30.1% | +19.3% |
| 6M | +23.8% | -20.3% | +44.2% | +28.1% |
| YTD | +4.0% | -9.3% | +13.2% | +4.1% |
| 1Y | -0.8% | -2.7% | +1.9% | -2.7% |
| All | +55.0% | +4.5% | +50.5% | +49.6% |
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