+97.4%
ALLY vs TXT
+137.4%
-40.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -12.1% | -2.5% | -9.6% | -11.4% |
| 6M | -9.0% | -6.2% | -2.8% | -6.6% |
| YTD | -12.9% | -1.3% | -11.6% | -14.7% |
| 1Y | -0.1% | +4.3% | -4.4% | -5.8% |
| 3Y | +64.6% | +13.2% | +51.4% | +44.0% |
| 5Y | -10.1% | +12.4% | -22.5% | -20.7% |
| 10Y | +176.7% | +94.8% | +81.9% | +53.5% |
| All | +97.4% | +137.4% | -40.0% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling