-14.1%
ALB vs TXT
+10.4%
-24.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.5% | +13.3% | -17.9% | -13.7% |
| 3M | -28.1% | -5.0% | -23.1% | -26.2% |
| 6M | -53.2% | -8.4% | -44.8% | -51.0% |
| YTD | -33.3% | -4.0% | -29.3% | -34.3% |
| 1Y | -17.4% | +2.8% | -20.2% | -23.5% |
| 3Y | -14.1% | +10.3% | -24.4% | -32.8% |
| All | -14.1% | +10.4% | -24.5% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling