+10.4%
TXT vs ARWR
-28.9%
+39.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | +14.4% | -5.4% | +19.8% | +15.2% |
| 3M | -4.9% | -32.2% | +27.3% | -0.2% |
| 6M | -10.2% | -26.5% | +16.3% | -7.3% |
| YTD | -4.1% | -12.4% | +8.3% | -4.0% |
| 1Y | +4.0% | +46.9% | -42.9% | -4.1% |
| 3Y | +8.0% | +116.0% | -108.0% | -13.4% |
| All | +10.4% | -28.9% | +39.3% | -2.3% |
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