+210.5%
ALLE vs TXT
+98.8%
+111.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | +27.4% | +13.4% | +14.0% | +19.7% |
| 3M | +13.8% | -2.5% | +16.4% | +14.8% |
| 6M | +45.5% | -6.2% | +51.7% | +48.8% |
| YTD | +21.4% | -1.3% | +22.7% | +20.6% |
| 1Y | +15.4% | +4.3% | +11.0% | +11.6% |
| 3Y | +91.7% | +13.2% | +78.5% | +74.8% |
| 5Y | +54.5% | +12.4% | +42.2% | +39.0% |
| 10Y | +210.5% | +94.8% | +115.8% | +101.2% |
| All | +210.5% | +98.8% | +111.7% | +101.2% |
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