+236.1%
ALNY vs TXT
+107.7%
+128.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -6.5% | +2.5% | -9.0% | -7.2% |
| 30D | +11.0% | -8.9% | +19.9% | +14.1% |
| 3M | -14.1% | -13.6% | -0.5% | -10.8% |
| 6M | -22.4% | -13.1% | -9.3% | -19.7% |
| YTD | -37.5% | -7.0% | -30.4% | -36.9% |
| 1Y | -46.9% | -1.4% | -45.5% | -47.5% |
| 3Y | +22.1% | +7.0% | +15.1% | +15.4% |
| 5Y | +31.2% | +15.4% | +15.8% | +19.0% |
| All | +236.1% | +107.7% | +128.4% | +97.1% |
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 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