+365.7%
ALAB vs TXT
-15.4%
+381.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -13.6% | -11.1% | -2.5% | -7.5% |
| 3M | -16.6% | -13.0% | -3.6% | -9.8% |
| 6M | +142.3% | -16.2% | +158.5% | +167.2% |
| YTD | +73.6% | -8.7% | +82.3% | +78.4% |
| 1Y | +33.7% | -3.8% | +37.4% | +32.2% |
| All | +365.7% | -15.4% | +381.0% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling