+46.5%
TSLA vs TXT
+12.6%
+33.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | +12.0% | -11.1% | +23.1% | +20.5% |
| 3M | -10.0% | -13.0% | +3.0% | -2.6% |
| 6M | -7.2% | -16.2% | +9.0% | +2.5% |
| YTD | -18.1% | -8.7% | -9.4% | -15.7% |
| 1Y | +6.3% | -3.8% | +10.1% | +4.9% |
| 3Y | +48.2% | +5.5% | +42.6% | +29.8% |
| 5Y | +46.5% | +12.3% | +34.2% | +20.2% |
| All | +46.5% | +12.6% | +33.9% | +20.2% |
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