+15.5%
ALLE vs TXT
+4.2%
+11.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.8% |
| 30D | +26.6% | +15.2% | +11.4% | +19.1% |
| 3M | +13.2% | -4.5% | +17.6% | +15.1% |
| 6M | +42.9% | -6.1% | +49.0% | +45.3% |
| YTD | +21.0% | -2.0% | +23.0% | +17.6% |
| All | +15.5% | +4.2% | +11.3% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling