+9.8%
TXT vs ARWR
-34.9%
+44.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +0.1% | -17.8% | +18.0% | +2.5% |
| 30D | +13.3% | -18.1% | +31.5% | +16.0% |
| 3M | -5.0% | -44.2% | +39.2% | +2.2% |
| 6M | -8.4% | -38.6% | +30.2% | -3.3% |
| YTD | -4.0% | -28.0% | +24.1% | -1.6% |
| 1Y | +2.8% | +16.1% | -13.3% | -2.4% |
| 3Y | +10.3% | +84.0% | -73.7% | -10.2% |
| All | +9.8% | -34.9% | +44.7% | -3.3% |
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