+8.0%
TXT vs ABCL
+156.0%
-148.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.4% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | +14.4% | -7.4% | +21.8% | +14.6% |
| 3M | -4.9% | +81.9% | -86.9% | -10.0% |
| 6M | -10.2% | +135.7% | -145.9% | -17.8% |
| YTD | -4.1% | +247.4% | -251.5% | -15.9% |
| 1Y | +4.0% | +162.3% | -158.3% | -6.7% |
| 3Y | +8.0% | +165.5% | -157.5% | -9.4% |
| All | +8.0% | +156.0% | -148.1% | -9.4% |
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 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