-10.1%
ALLY vs TXT
+14.6%
-24.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | -2.8% | -0.8% | -1.9% | -2.3% |
| 30D | +1.9% | +13.4% | -11.5% | -7.4% |
| 3M | -12.1% | -2.5% | -9.6% | -11.2% |
| 6M | -9.0% | -6.2% | -2.8% | -6.3% |
| YTD | -12.9% | -1.3% | -11.6% | -15.2% |
| 1Y | -0.1% | +4.3% | -4.4% | -6.9% |
| 3Y | +64.6% | +13.2% | +51.4% | +37.8% |
| 5Y | -10.1% | +12.4% | -22.5% | -25.1% |
| All | -10.1% | +14.6% | -24.7% | -25.1% |
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 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