+95.6%
ALLE vs TXT
+11.8%
+83.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.9% |
| 30D | +26.6% | +15.2% | +11.4% | +18.8% |
| 3M | +13.2% | -4.5% | +17.6% | +15.1% |
| 6M | +42.9% | -6.1% | +49.0% | +45.8% |
| YTD | +21.0% | -2.0% | +23.0% | +20.5% |
| 1Y | +15.2% | +4.2% | +10.9% | +11.6% |
| 3Y | +95.6% | +14.4% | +81.2% | +79.7% |
| All | +95.6% | +11.8% | +83.8% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling