+52.3%
MSFT vs TXT
+7.8%
+44.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +1.7% | -2.5% | +4.2% | +2.0% |
| 30D | +0.2% | +14.4% | -14.2% | -2.1% |
| 3M | +6.4% | -4.9% | +11.3% | +7.1% |
| 6M | +28.7% | -10.2% | +38.9% | +30.4% |
| YTD | +10.4% | -4.1% | +14.5% | +9.3% |
| 1Y | +7.6% | +4.0% | +3.7% | +4.1% |
| 3Y | +52.3% | +8.0% | +44.4% | +43.3% |
| All | +52.3% | +7.8% | +44.5% | +43.3% |
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 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