+101,053.8%
TECH vs TXT
+2,070.1%
+98,983.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.2% |
| 30D | +0.7% | -10.6% | +11.3% | +3.2% |
| 3M | +36.3% | -13.2% | +49.5% | +40.4% |
| 6M | +25.6% | -20.3% | +45.9% | +31.6% |
| YTD | +23.7% | -9.3% | +32.9% | +25.9% |
| 1Y | +37.6% | -2.7% | +40.3% | +37.9% |
| 3Y | -6.6% | +1.4% | -8.0% | -7.1% |
| 5Y | -42.2% | +9.6% | -51.8% | -43.6% |
| 10Y | +187.6% | +94.9% | +92.7% | +140.0% |
| All | +101,053.8% | +2,070.1% | +98,983.8% | +49,783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling