+2.8%
TXT vs AMBA
-35.5%
+38.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.7% |
| 7D | +0.1% | +2.7% | -2.5% | 0.0% |
| 30D | +13.3% | -2.2% | +15.5% | +13.3% |
| 3M | -5.0% | -26.6% | +21.7% | -3.7% |
| 6M | -8.4% | -26.8% | +18.4% | -7.7% |
| YTD | -4.0% | -15.1% | +11.2% | -5.7% |
| 1Y | +2.8% | -32.3% | +35.1% | +2.1% |
| All | +2.8% | -35.5% | +38.3% | +2.1% |
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