+70.9%
TXT vs ALC
+32.2%
+38.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.1% |
| 7D | -3.5% | +2.1% | -5.6% | -4.7% |
| 30D | +15.2% | +17.2% | -2.0% | +6.3% |
| 3M | -4.5% | +4.6% | -9.1% | -7.0% |
| 6M | -6.1% | +20.1% | -26.2% | -15.3% |
| YTD | -2.0% | -4.2% | +2.2% | -1.7% |
| 1Y | +4.2% | +2.1% | +2.1% | +0.8% |
| 3Y | +14.4% | +4.5% | +9.9% | +5.3% |
| 5Y | +12.3% | -12.3% | +24.7% | +12.6% |
| All | +70.9% | +32.2% | +38.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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