+10.1%
TXT vs AMBA
+10.0%
+0.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | -0.5% |
| 7D | -2.5% | -14.6% | +12.0% | -0.8% |
| 30D | +12.8% | -18.8% | +31.6% | +15.5% |
| 3M | -3.6% | -32.6% | +29.0% | +0.7% |
| 6M | -6.9% | -25.8% | +18.9% | -6.2% |
| YTD | -2.2% | -22.1% | +20.0% | -3.0% |
| 1Y | +6.3% | -36.2% | +42.5% | +8.2% |
| All | +10.1% | +10.0% | +0.1% | -7.0% |
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 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