+53.4%
ALLE vs TXT
+8.5%
+44.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +25.9% | +13.3% | +12.5% | +18.0% |
| 3M | +15.8% | -5.0% | +20.7% | +18.2% |
| 6M | +48.1% | -8.4% | +56.5% | +53.4% |
| YTD | +22.0% | -4.0% | +25.9% | +22.5% |
| 1Y | +18.0% | +2.8% | +15.2% | +14.5% |
| 3Y | +93.1% | +10.3% | +82.8% | +75.2% |
| All | +53.4% | +8.5% | +44.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling