+342.6%
ALLE vs TXT
+182.5%
+160.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.1% |
| 7D | 0.0% | -2.5% | +2.6% | +1.2% |
| 30D | +20.6% | +12.8% | +7.7% | +13.9% |
| 3M | +11.4% | -3.6% | +15.0% | +12.8% |
| 6M | +42.5% | -6.9% | +49.5% | +46.2% |
| YTD | +18.9% | -2.2% | +21.0% | +18.6% |
| 1Y | +14.2% | +6.3% | +7.9% | +9.7% |
| 3Y | +90.7% | +10.3% | +80.4% | +76.9% |
| 5Y | +52.5% | +10.6% | +41.9% | +39.1% |
| 10Y | +231.2% | +121.0% | +110.2% | +102.5% |
| All | +342.6% | +182.5% | +160.1% | +162.1% |
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