+400.4%
ALAB vs TXT
-15.9%
+416.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +10.0% |
| 7D | +7.2% | -4.8% | +12.0% | +10.3% |
| 30D | -2.5% | -10.6% | +8.1% | +4.0% |
| 3M | -13.3% | -13.2% | -0.1% | -6.0% |
| 6M | +172.8% | -20.3% | +193.2% | +209.3% |
| YTD | +86.6% | -9.3% | +95.8% | +92.4% |
| 1Y | +65.2% | -2.7% | +67.8% | +62.1% |
| All | +400.4% | -15.9% | +416.3% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling