+6,844.0%
TEVA vs TXT
+2,092.6%
+4,751.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +2.0% | -10.4% | +12.4% | +4.3% |
| 3M | +7.0% | -14.3% | +21.3% | +10.2% |
| 6M | +17.0% | -15.1% | +32.1% | +20.7% |
| YTD | +18.1% | -8.3% | +26.4% | +19.6% |
| 1Y | +87.2% | -0.7% | +88.0% | +86.3% |
| 3Y | +283.1% | +6.0% | +277.1% | +272.1% |
| 5Y | +298.4% | +12.5% | +285.9% | +280.7% |
| 10Y | -23.4% | +103.2% | -126.6% | -36.1% |
| All | +6,844.0% | +2,092.6% | +4,751.4% | +3,621.1% |
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