+30.6%
ALNY vs TXT
+10.7%
+19.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | +11.9% | -10.2% | +22.1% | +15.4% |
| 3M | -15.0% | -13.3% | -1.7% | -11.9% |
| 6M | -23.2% | -14.4% | -8.9% | -20.2% |
| YTD | -37.8% | -9.1% | -28.7% | -36.8% |
| 1Y | -47.3% | -2.2% | -45.1% | -48.0% |
| 3Y | +22.9% | +5.1% | +17.8% | +14.1% |
| 5Y | +30.6% | +12.8% | +17.8% | +16.1% |
| All | +30.6% | +10.7% | +19.9% | +16.1% |
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