-42.4%
TECH vs TXT
+10.4%
-52.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.1% | -4.8% | +4.9% | +2.8% |
| 30D | +0.7% | -10.6% | +11.3% | +7.1% |
| 3M | +36.3% | -13.2% | +49.5% | +46.7% |
| 6M | +25.6% | -20.3% | +45.9% | +41.3% |
| YTD | +23.7% | -9.3% | +32.9% | +28.1% |
| 1Y | +37.6% | -2.7% | +40.3% | +36.5% |
| 3Y | -6.6% | +1.4% | -8.0% | -11.3% |
| All | -42.4% | +10.4% | -52.7% | -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 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