-0.6%
TECH vs TXT
+4.5%
-5.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.1% | -4.8% | +4.9% | +2.9% |
| 30D | +0.7% | -10.6% | +11.3% | +7.3% |
| 3M | +36.3% | -13.2% | +49.5% | +46.8% |
| 6M | +25.6% | -20.3% | +45.9% | +41.9% |
| YTD | +23.7% | -9.3% | +32.9% | +27.6% |
| 1Y | +37.6% | -2.7% | +40.3% | +35.2% |
| All | -0.6% | +4.5% | -5.0% | -8.5% |
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