+40.6%
ALB vs TXT
+90.9%
-50.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.0% |
| 30D | -2.9% | +13.3% | -16.1% | -11.7% |
| 3M | -25.8% | -5.1% | -20.7% | -24.5% |
| 6M | -53.6% | -7.1% | -46.5% | -52.3% |
| YTD | -32.4% | -3.2% | -29.2% | -33.2% |
| 1Y | -13.0% | +2.3% | -15.3% | -17.3% |
| 3Y | -15.0% | +11.1% | -26.1% | -23.4% |
| 5Y | -63.5% | +10.0% | -73.5% | -67.1% |
| All | +40.6% | +90.9% | -50.3% | -5.8% |
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