+89.3%
TXT vs AMBA
+0.6%
+88.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | -1.1% | +10.7% | -11.8% | -3.1% |
| 30D | +13.3% | -5.0% | +18.3% | +14.0% |
| 3M | -5.1% | -26.9% | +21.8% | 0.0% |
| 6M | -7.1% | -21.9% | +14.8% | -6.6% |
| YTD | -3.2% | -13.8% | +10.6% | -5.9% |
| 1Y | +2.3% | -36.1% | +38.4% | +5.4% |
| 3Y | +11.1% | +21.6% | -10.6% | -7.4% |
| 5Y | +10.0% | -68.8% | +78.8% | +14.4% |
| All | +89.3% | +0.6% | +88.6% | +24.5% |
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