+194.9%
ALLY vs TXT
+115.3%
+79.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.6% |
| 7D | -0.2% | -3.5% | +3.3% | +2.3% |
| 30D | +3.4% | +15.2% | -11.7% | -7.1% |
| 3M | -11.1% | -4.5% | -6.6% | -9.0% |
| 6M | -11.5% | -6.1% | -5.4% | -9.1% |
| YTD | -12.3% | -2.0% | -10.4% | -14.0% |
| 1Y | +1.1% | +4.2% | -3.1% | -5.1% |
| 3Y | +64.8% | +14.4% | +50.4% | +40.9% |
| 5Y | -6.9% | +12.3% | -19.2% | -19.3% |
| 10Y | +194.9% | +101.8% | +93.1% | +44.9% |
| All | +194.9% | +115.3% | +79.6% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling