+107.7%
TXT vs AMBA
-0.9%
+108.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -3.2% |
| 7D | -2.5% | -7.2% | +4.7% | -1.3% |
| 30D | +14.4% | -10.4% | +24.8% | +16.3% |
| 3M | -4.9% | -30.1% | +25.2% | +1.1% |
| 6M | -10.2% | -22.4% | +12.2% | -9.7% |
| YTD | -4.1% | -17.3% | +13.3% | -5.9% |
| 1Y | +4.0% | -35.4% | +39.4% | +6.7% |
| 3Y | +8.0% | +18.6% | -10.7% | -9.7% |
| 5Y | +8.4% | -69.8% | +78.3% | +13.3% |
| All | +107.7% | -0.9% | +108.6% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling