-26.4%
ALK vs TXT
+10.4%
-36.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -0.7% | -4.8% | +4.1% | +2.9% |
| 30D | -19.2% | -10.6% | -8.6% | -12.5% |
| 3M | -1.5% | -13.2% | +11.7% | +8.8% |
| 6M | -13.1% | -20.3% | +7.3% | +2.4% |
| YTD | -16.4% | -9.3% | -7.2% | -10.9% |
| 1Y | -33.1% | -2.7% | -30.4% | -32.4% |
| 3Y | +0.6% | +1.4% | -0.8% | -4.9% |
| All | -26.4% | +10.4% | -36.8% | -36.9% |
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 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