+249.6%
ALAB vs TXT
-9.1%
+258.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.2% | +11.5% | +12.6% |
| 7D | -5.6% | -3.5% | -2.0% | -3.7% |
| 30D | -36.6% | +15.2% | -51.8% | -41.5% |
| 3M | -35.1% | -4.5% | -30.6% | -33.4% |
| 6M | +8.5% | -6.1% | +14.7% | +12.3% |
| YTD | +30.4% | -2.0% | +32.3% | +28.4% |
| 1Y | +31.0% | +4.2% | +26.8% | +24.0% |
| All | +249.6% | -9.1% | +258.7% | +226.0% |
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