+221.5%
ALLE vs TXT
+115.3%
+106.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.7% |
| 7D | -0.6% | -3.5% | +2.9% | +1.1% |
| 30D | +26.6% | +15.2% | +11.4% | +18.1% |
| 3M | +13.2% | -4.5% | +17.6% | +15.2% |
| 6M | +42.9% | -6.1% | +49.0% | +46.1% |
| YTD | +21.0% | -2.0% | +23.0% | +20.6% |
| 1Y | +15.2% | +4.2% | +10.9% | +11.5% |
| 3Y | +95.6% | +14.4% | +81.2% | +77.5% |
| 5Y | +53.4% | +12.3% | +41.1% | +38.0% |
| 10Y | +221.5% | +101.8% | +119.7% | +101.1% |
| All | +221.5% | +115.3% | +106.1% | +101.1% |
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