+801.4%
ALK vs TXT
+2,070.1%
-1,268.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.7% | -4.8% | +4.1% | +1.6% |
| 30D | -19.2% | -10.6% | -8.6% | -15.0% |
| 3M | -1.5% | -13.2% | +11.7% | +5.1% |
| 6M | -13.1% | -20.3% | +7.3% | -3.1% |
| YTD | -16.4% | -9.3% | -7.2% | -12.6% |
| 1Y | -33.1% | -2.7% | -30.4% | -32.3% |
| 3Y | +0.6% | +1.4% | -0.8% | -0.5% |
| 5Y | -26.4% | +9.6% | -35.9% | -29.6% |
| 10Y | -34.2% | +94.9% | -129.1% | -50.8% |
| All | +801.4% | +2,070.1% | -1,268.6% | +168.8% |
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