+10.1%
TXT vs ABCL
+139.9%
-129.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.7% | -1.0% |
| 7D | -2.5% | -14.9% | +12.4% | -1.6% |
| 30D | +12.8% | -15.4% | +28.2% | +13.8% |
| 3M | -3.6% | +88.0% | -91.6% | -9.2% |
| 6M | -6.9% | +138.8% | -145.8% | -15.0% |
| YTD | -2.2% | +225.4% | -227.6% | -13.8% |
| 1Y | +6.3% | +137.3% | -131.0% | -3.8% |
| All | +10.1% | +139.9% | -129.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling