+101,542.6%
TECH vs TXT
+2,193.3%
+99,349.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | +0.2% | -2.5% | +2.7% | +0.7% |
| 30D | +0.3% | +14.4% | -14.0% | -2.8% |
| 3M | +1.3% | -4.9% | +6.3% | +2.1% |
| 6M | +54.0% | -10.2% | +64.2% | +56.9% |
| YTD | +24.3% | -4.1% | +28.4% | +24.6% |
| 1Y | +25.8% | +4.0% | +21.8% | +23.9% |
| 3Y | +26.0% | +8.0% | +18.0% | +23.3% |
| 5Y | -40.1% | +8.4% | -48.5% | -41.6% |
| 10Y | +210.6% | +116.6% | +94.0% | +153.1% |
| All | +101,542.6% | +2,193.3% | +99,349.3% | +49,286.8% |
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