+14.4%
TXT vs ABCL
+196.9%
-182.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.9% |
| 7D | -3.5% | +12.4% | -15.9% | -4.3% |
| 30D | +15.2% | -0.4% | +15.5% | +14.9% |
| 3M | -4.5% | +80.4% | -84.8% | -9.4% |
| 6M | -6.1% | +138.5% | -144.7% | -13.9% |
| YTD | -2.0% | +265.5% | -267.4% | -14.2% |
| 1Y | +4.2% | +219.7% | -215.5% | -7.8% |
| 3Y | +14.4% | +209.4% | -195.0% | -4.6% |
| All | +14.4% | +196.9% | -182.5% | -4.6% |
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