+188.5%
ALLY vs TXT
+97.6%
+90.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.7% | -4.8% | +8.5% | +7.3% |
| 30D | -2.3% | -10.6% | +8.4% | +5.7% |
| 3M | +3.8% | -13.2% | +17.0% | +13.8% |
| 6M | +9.7% | -20.3% | +30.1% | +27.4% |
| YTD | -1.4% | -9.3% | +7.8% | +3.1% |
| 1Y | +8.2% | -2.7% | +10.9% | +7.3% |
| 3Y | +66.5% | +1.4% | +65.1% | +56.6% |
| 5Y | +1.2% | +9.6% | -8.4% | -10.0% |
| All | +188.5% | +97.6% | +90.9% | +53.2% |
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