-63.4%
ALB vs TXT
+8.5%
-71.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -6.0% |
| 30D | -4.5% | +13.3% | -17.9% | -14.5% |
| 3M | -28.1% | -5.0% | -23.1% | -26.5% |
| 6M | -53.2% | -8.4% | -44.8% | -51.1% |
| YTD | -33.3% | -4.0% | -29.3% | -34.3% |
| 1Y | -17.4% | +2.8% | -20.2% | -23.2% |
| 3Y | -14.1% | +10.3% | -24.4% | -26.5% |
| All | -63.4% | +8.5% | -71.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling