+73.5%
MSFT vs TXT
+10.4%
+63.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | -4.8% | +2.1% | -1.2% |
| 30D | +2.7% | -10.6% | +13.3% | +6.3% |
| 3M | +17.0% | -13.2% | +30.1% | +21.8% |
| 6M | +23.8% | -20.3% | +44.2% | +32.1% |
| YTD | +4.0% | -9.3% | +13.2% | +5.1% |
| 1Y | -0.8% | -2.7% | +1.9% | -2.8% |
| 3Y | +55.6% | +1.4% | +54.2% | +44.6% |
| All | +73.5% | +10.4% | +63.1% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling