+83.0%
ALB vs TXT
+98.4%
-15.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -1.2% | -11.1% | +9.9% | +6.6% |
| 3M | -13.3% | -13.0% | -0.3% | -5.7% |
| 6M | -19.8% | -16.2% | -3.6% | -10.8% |
| YTD | -7.9% | -8.7% | +0.8% | -4.1% |
| 1Y | +60.2% | -3.8% | +63.9% | +61.2% |
| 3Y | -26.4% | +5.5% | -32.0% | -30.4% |
| 5Y | -42.5% | +12.3% | -54.8% | -47.9% |
| 10Y | +83.0% | +97.4% | -14.4% | +17.3% |
| All | +83.0% | +98.4% | -15.4% | +17.3% |
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