+69.4%
ALLY vs TXT
+1.6%
+67.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.7% | -4.8% | +8.5% | +6.5% |
| 30D | -2.3% | -10.6% | +8.4% | +4.0% |
| 3M | +3.8% | -13.2% | +17.0% | +11.7% |
| 6M | +9.7% | -20.3% | +30.1% | +23.9% |
| YTD | -1.4% | -9.3% | +7.8% | +1.8% |
| 1Y | +8.2% | -2.7% | +10.9% | +6.5% |
| All | +69.4% | +1.6% | +67.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling