+76.7%
TXT vs ABCL
-81.2%
+157.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +0.1% | -3.3% | +3.4% | +0.4% |
| 30D | +13.3% | -7.1% | +20.5% | +13.6% |
| 3M | -5.0% | +4.7% | -9.7% | -6.0% |
| 6M | -8.4% | +140.9% | -149.3% | -16.8% |
| YTD | -4.0% | +236.0% | -239.9% | -16.1% |
| 1Y | +2.8% | +217.4% | -214.6% | -9.8% |
| 3Y | +10.3% | +188.7% | -178.4% | -6.7% |
| 5Y | +9.2% | -23.5% | +32.7% | -0.9% |
| All | +76.7% | -81.2% | +157.9% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling