+8.7%
TXT vs ABCL
+138.2%
-129.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | +10.6% | -10.0% | +20.6% | +10.9% |
| 30D | +14.4% | -10.9% | +25.3% | +14.7% |
| 3M | -2.7% | +101.6% | -104.4% | -5.9% |
| 6M | -4.7% | +167.5% | -172.2% | -10.3% |
| YTD | -0.5% | +259.1% | -259.6% | -8.4% |
| 1Y | +8.7% | +152.2% | -143.4% | +1.3% |
| All | +8.7% | +138.2% | -129.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling