-42.7%
ALK vs TXT
+112.2%
-154.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.1% |
| 7D | +9.0% | -2.5% | +11.6% | +11.1% |
| 30D | -1.6% | +14.4% | -16.0% | -11.6% |
| 3M | -23.2% | -4.9% | -18.3% | -21.0% |
| 6M | -3.9% | -10.2% | +6.3% | +3.0% |
| YTD | -22.6% | -4.1% | -18.5% | -21.3% |
| 1Y | -5.3% | +4.0% | -9.3% | -9.2% |
| 3Y | +18.6% | +8.0% | +10.6% | +7.8% |
| 5Y | -34.4% | +8.4% | -42.8% | -41.7% |
| All | -42.7% | +112.2% | -154.8% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling