-8.2%
ALLY vs TXT
+7.8%
-15.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.3% |
| 7D | +0.9% | -2.5% | +3.4% | +2.7% |
| 30D | +3.1% | +14.4% | -11.3% | -6.9% |
| 3M | -12.6% | -4.9% | -7.6% | -10.1% |
| 6M | -12.4% | -10.2% | -2.2% | -6.9% |
| YTD | -13.2% | -4.1% | -9.1% | -13.6% |
| 1Y | +1.8% | +4.0% | -2.1% | -5.0% |
| 3Y | +58.0% | +8.0% | +50.0% | +37.4% |
| All | -8.2% | +7.8% | -15.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling