+207.4%
ALAB vs TXT
-11.1%
+218.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.2% | +7.2% |
| 7D | -26.3% | -2.5% | -23.8% | -25.4% |
| 30D | -50.1% | +14.4% | -64.5% | -53.9% |
| 3M | -42.5% | -4.9% | -37.5% | -41.0% |
| 6M | -10.8% | -10.2% | -0.6% | -5.6% |
| YTD | +14.6% | -4.1% | +18.7% | +14.1% |
| 1Y | +17.1% | +4.0% | +13.2% | +10.4% |
| All | +207.4% | -11.1% | +218.6% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling