-12.9%
ALB vs TXT
+7.8%
-20.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.2% |
| 7D | +9.1% | -2.5% | +11.6% | +10.6% |
| 30D | -3.4% | +14.4% | -17.8% | -13.3% |
| 3M | -20.6% | -4.9% | -15.7% | -18.5% |
| 6M | -48.2% | -10.2% | -37.9% | -44.9% |
| YTD | -29.2% | -4.1% | -25.1% | -30.2% |
| 1Y | +10.0% | +4.0% | +6.0% | +1.0% |
| 3Y | -12.9% | +8.0% | -20.9% | -29.5% |
| All | -12.9% | +7.8% | -20.7% | -29.5% |
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 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