+4.3%
TXT vs ARWR
+25.1%
-20.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.8% | -19.9% | +19.1% | +0.7% |
| 30D | +13.4% | -18.7% | +32.1% | +15.0% |
| 3M | -2.5% | -44.7% | +42.1% | +2.0% |
| 6M | -6.2% | -36.5% | +30.3% | -3.4% |
| YTD | -1.3% | -25.7% | +24.3% | -0.5% |
| 1Y | +4.3% | +18.9% | -14.6% | +2.7% |
| All | +4.3% | +25.1% | -20.8% | +2.7% |
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