-2.7%
TXT vs EXEL
+59.2%
-61.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +8.4% | -13.2% | -5.5% |
| 30D | -10.6% | +4.1% | -14.7% | -11.0% |
| 3M | -13.2% | +12.4% | -25.6% | -14.1% |
| 6M | -20.3% | +41.5% | -61.9% | -22.0% |
| YTD | -9.3% | +34.6% | -43.9% | -11.3% |
| 1Y | -2.7% | +57.9% | -60.6% | -4.4% |
| All | -2.7% | +59.2% | -61.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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