+5.4%
TXT vs ABCL
+213.9%
-208.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | +17.1% | -0.7% | +17.7% | +16.9% |
| 3M | -2.6% | +33.4% | -36.0% | -4.2% |
| 6M | -4.6% | +137.8% | -142.3% | -10.4% |
| YTD | -0.3% | +264.3% | -264.7% | -10.6% |
| All | +5.4% | +213.9% | -208.5% | -3.4% |
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