+5.9%
TXT vs ARWR
+20.0%
-14.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | -1.1% | -17.7% | +16.6% | +0.2% |
| 30D | +17.1% | -21.9% | +39.0% | +19.1% |
| 3M | -2.6% | -44.5% | +41.9% | +1.8% |
| 6M | -4.6% | -32.6% | +28.0% | -2.2% |
| YTD | -0.3% | -26.2% | +25.9% | +0.6% |
| 1Y | +5.9% | +23.0% | -17.1% | +3.8% |
| All | +5.9% | +20.0% | -14.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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