+212.1%
ALLE vs TXT
+90.9%
+121.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +1.6% | -1.1% | +2.6% | +2.1% |
| 30D | +24.1% | +13.3% | +10.8% | +16.7% |
| 3M | +14.8% | -5.1% | +20.0% | +17.2% |
| 6M | +45.9% | -7.1% | +53.0% | +49.9% |
| YTD | +20.7% | -3.2% | +24.0% | +21.0% |
| 1Y | +14.2% | +2.3% | +11.9% | +11.4% |
| 3Y | +90.7% | +11.1% | +79.6% | +75.4% |
| 5Y | +50.6% | +10.0% | +40.5% | +36.8% |
| All | +212.1% | +90.9% | +121.2% | +103.9% |
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