+91.0%
ALLE vs TXT
+10.0%
+81.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.2% |
| 7D | 0.0% | -2.5% | +2.6% | +1.2% |
| 30D | +20.6% | +12.8% | +7.7% | +14.2% |
| 3M | +11.4% | -3.6% | +15.0% | +12.9% |
| 6M | +42.5% | -6.9% | +49.5% | +46.1% |
| YTD | +18.9% | -2.2% | +21.0% | +18.5% |
| 1Y | +14.2% | +6.3% | +7.9% | +9.6% |
| All | +91.0% | +10.0% | +81.0% | +79.5% |
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