+5.5%
TXT vs EXEL
+160.6%
-155.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -11.1% | +6.7% | -17.7% | -11.8% |
| 3M | -13.0% | +11.5% | -24.4% | -14.3% |
| 6M | -16.2% | +38.8% | -55.0% | -19.7% |
| YTD | -8.7% | +31.6% | -40.3% | -12.2% |
| 1Y | -3.8% | +53.0% | -56.8% | -9.5% |
| 3Y | +5.5% | +160.8% | -155.3% | -7.0% |
| All | +5.5% | +160.6% | -155.1% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling