+67.0%
TXT vs ABCL
-81.3%
+148.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.8% |
| 30D | -10.6% | +93.1% | -103.7% | -16.0% |
| 3M | -13.2% | +79.4% | -92.6% | -18.4% |
| 6M | -20.3% | +214.9% | -235.2% | -29.3% |
| YTD | -9.3% | +234.2% | -243.5% | -20.3% |
| 1Y | -2.7% | +174.8% | -177.5% | -13.7% |
| 3Y | +1.4% | +104.5% | -103.1% | -11.3% |
| 5Y | +9.6% | -39.0% | +48.6% | +0.3% |
| All | +67.0% | -81.3% | +148.2% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling