+219.2%
ALLE vs TXT
+112.2%
+107.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | -0.6% | -2.5% | +2.0% | +0.6% |
| 30D | +25.3% | +14.4% | +10.9% | +17.3% |
| 3M | +10.3% | -4.9% | +15.2% | +12.5% |
| 6M | +38.0% | -10.2% | +48.3% | +44.1% |
| YTD | +17.8% | -4.1% | +21.9% | +18.6% |
| 1Y | +13.6% | +4.0% | +9.6% | +10.1% |
| 3Y | +89.2% | +8.0% | +81.3% | +76.4% |
| 5Y | +51.1% | +8.4% | +42.6% | +38.2% |
| All | +219.2% | +112.2% | +107.0% | +98.8% |
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 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