-29.5%
ALB vs TXT
+4.5%
-34.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.2% |
| 7D | -8.1% | -4.8% | -3.3% | -4.8% |
| 30D | +6.3% | -10.6% | +16.9% | +15.2% |
| 3M | -23.6% | -13.2% | -10.4% | -16.0% |
| 6M | -24.6% | -20.3% | -4.3% | -11.6% |
| YTD | -10.3% | -9.3% | -1.0% | -6.8% |
| 1Y | +61.5% | -2.7% | +64.2% | +57.9% |
| All | -29.5% | +4.5% | -34.0% | -37.9% |
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