-3.9%
ALK vs TXT
-10.0%
+6.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.7% |
| 7D | +9.0% | -2.5% | +11.6% | +10.6% |
| 30D | -1.6% | +14.4% | -16.0% | -10.0% |
| 3M | -23.2% | -4.9% | -18.3% | -19.0% |
| 6M | -3.9% | -10.2% | +6.3% | +5.3% |
| All | -3.9% | -10.0% | +6.1% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling