+11.4%
ALAB vs TXT
-5.6%
+17.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -28.8% | +13.4% | -42.2% | -31.4% |
| 3M | -26.0% | -2.5% | -23.4% | -21.3% |
| 6M | +11.4% | -6.2% | +17.6% | +23.6% |
| All | +11.4% | -5.6% | +17.0% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling