+59.2%
TXT vs ALC
+21.6%
+37.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.6% |
| 7D | -0.2% | -3.7% | +3.5% | +1.6% |
| 30D | -11.1% | -3.7% | -7.3% | -9.5% |
| 3M | -13.0% | +4.6% | -17.5% | -15.4% |
| 6M | -16.2% | -14.6% | -1.6% | -10.4% |
| YTD | -8.7% | -11.9% | +3.2% | -4.3% |
| 1Y | -3.8% | -13.1% | +9.4% | +1.3% |
| 3Y | +5.5% | -15.0% | +20.5% | +9.0% |
| 5Y | +12.3% | -16.2% | +28.5% | +14.3% |
| All | +59.2% | +21.6% | +37.6% | +18.1% |
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