+11.5%
TXT vs ARWR
+28.5%
-17.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -10.6% | -0.7% | -10.0% | -10.6% |
| 3M | -13.2% | +14.9% | -28.1% | -15.2% |
| 6M | -20.3% | +32.6% | -53.0% | -24.1% |
| YTD | -9.3% | +30.0% | -39.3% | -13.6% |
| 1Y | -2.7% | +208.4% | -211.0% | -19.2% |
| 3Y | +1.4% | +208.8% | -207.4% | -22.3% |
| All | +11.5% | +28.5% | -17.0% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling