+3.1%
TXT vs AMBA
-1.0%
+4.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.8% | -11.0% | +6.2% | -3.4% |
| 30D | -10.6% | -23.2% | +12.5% | -7.7% |
| 3M | -13.2% | -12.7% | -0.5% | -13.1% |
| 6M | -20.3% | +11.2% | -31.6% | -24.3% |
| YTD | -9.3% | -11.2% | +2.0% | -11.1% |
| 1Y | -2.7% | -22.5% | +19.8% | -3.6% |
| All | +3.1% | -1.0% | +4.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling