+245.6%
TXT vs AMBA
+722.2%
-476.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | 0.0% |
| 7D | -2.5% | -14.6% | +12.0% | +0.1% |
| 30D | +12.8% | -18.8% | +31.6% | +16.7% |
| 3M | -3.6% | -32.6% | +29.0% | +2.6% |
| 6M | -6.9% | -25.8% | +18.9% | -5.6% |
| YTD | -2.2% | -22.1% | +20.0% | -2.6% |
| 1Y | +6.3% | -36.2% | +42.5% | +9.1% |
| 3Y | +10.3% | +10.0% | +0.3% | -3.6% |
| 5Y | +10.6% | -71.6% | +82.2% | +16.1% |
| 10Y | +121.0% | -4.7% | +125.7% | +68.7% |
| All | +245.6% | +722.2% | -476.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling