-40.6%
TECH vs TXT
+8.5%
-49.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.5% | +13.3% | -12.8% | -6.9% |
| 3M | +1.1% | -5.0% | +6.1% | +3.2% |
| 6M | +62.8% | -8.4% | +71.2% | +68.7% |
| YTD | +24.5% | -4.0% | +28.4% | +23.9% |
| 1Y | +20.6% | +2.8% | +17.9% | +15.1% |
| 3Y | +29.5% | +10.3% | +19.2% | +16.0% |
| All | -40.6% | +8.5% | -49.1% | -49.2% |
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