+2,254.7%
ALB vs TXT
+737.3%
+1,517.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.7% |
| 7D | +9.1% | -2.5% | +11.6% | +10.1% |
| 30D | -3.4% | +14.4% | -17.8% | -9.6% |
| 3M | -20.6% | -4.9% | -15.7% | -19.6% |
| 6M | -48.2% | -10.2% | -37.9% | -46.4% |
| YTD | -29.2% | -4.1% | -25.1% | -29.2% |
| 1Y | +10.0% | +4.0% | +6.0% | +6.3% |
| 3Y | -12.9% | +8.0% | -20.9% | -16.4% |
| 5Y | -61.3% | +8.4% | -69.7% | -62.7% |
| 10Y | +35.8% | +116.6% | -80.8% | -3.6% |
| All | +2,254.7% | +737.3% | +1,517.4% | +910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling