+269.4%
TEVA vs TXT
+7.0%
+262.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.5% |
| 7D | +2.0% | +2.5% | -0.5% | +1.4% |
| 30D | +1.0% | -8.9% | +9.8% | +3.2% |
| 3M | +7.3% | -13.6% | +20.9% | +10.9% |
| 6M | +21.7% | -13.1% | +34.8% | +25.3% |
| YTD | +18.8% | -7.0% | +25.9% | +19.8% |
| 1Y | +86.5% | -1.4% | +87.9% | +84.7% |
| 3Y | +269.4% | +7.0% | +262.5% | +234.9% |
| All | +269.4% | +7.0% | +262.4% | +234.9% |
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