+8.0%
TXT vs ARWR
+105.6%
-97.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.3% |
| 30D | +14.4% | -5.4% | +19.8% | +15.0% |
| 3M | -4.9% | -32.2% | +27.3% | -1.4% |
| 6M | -10.2% | -26.5% | +16.3% | -8.1% |
| YTD | -4.1% | -12.4% | +8.3% | -4.0% |
| 1Y | +4.0% | +46.9% | -42.9% | -1.8% |
| 3Y | +8.0% | +116.0% | -108.0% | -8.6% |
| All | +8.0% | +105.6% | -97.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling