+270.3%
ALLE vs TXT
+162.0%
+108.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -0.2% | -4.8% | +4.6% | +2.0% |
| 30D | -6.8% | -10.6% | +3.8% | -2.0% |
| 3M | +21.0% | -13.2% | +34.2% | +28.5% |
| 6M | +1.1% | -20.3% | +21.4% | +11.5% |
| YTD | -0.5% | -9.3% | +8.7% | +3.0% |
| 1Y | -7.3% | -2.7% | -4.6% | -7.1% |
| 3Y | +42.3% | +1.4% | +40.9% | +37.4% |
| 5Y | +13.5% | +9.6% | +3.9% | +4.2% |
| 10Y | +144.0% | +94.9% | +49.1% | +57.6% |
| All | +270.3% | +162.0% | +108.3% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling