-2.7%
TXT vs AMBA
-20.7%
+18.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.8% | -11.0% | +6.2% | -4.1% |
| 30D | -10.6% | -23.2% | +12.5% | -9.2% |
| 3M | -13.2% | -12.7% | -0.5% | -13.1% |
| 6M | -20.3% | +11.2% | -31.6% | -23.2% |
| YTD | -9.3% | -11.2% | +2.0% | -10.9% |
| 1Y | -2.7% | -22.5% | +19.8% | -3.2% |
| All | -2.7% | -20.7% | +18.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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