+96.9%
TXT vs AMBA
-7.1%
+103.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.8% | -11.0% | +6.2% | -2.6% |
| 30D | -10.6% | -23.2% | +12.5% | -6.0% |
| 3M | -13.2% | -12.7% | -0.5% | -13.2% |
| 6M | -20.3% | +11.2% | -31.6% | -25.5% |
| YTD | -9.3% | -11.2% | +2.0% | -11.6% |
| 1Y | -2.7% | -22.5% | +19.8% | -3.8% |
| 3Y | +1.4% | -1.3% | +2.7% | -10.8% |
| 5Y | +9.6% | -54.2% | +63.7% | +3.9% |
| All | +96.9% | -7.1% | +103.9% | +34.9% |
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