-3.8%
TXT vs ALC
-12.7%
+8.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -0.2% | -3.7% | +3.5% | +0.6% |
| 30D | -11.1% | -3.7% | -7.3% | -10.4% |
| 3M | -13.0% | +4.6% | -17.5% | -14.1% |
| 6M | -16.2% | -14.6% | -1.6% | -12.4% |
| YTD | -8.7% | -11.9% | +3.2% | -6.2% |
| 1Y | -3.8% | -13.1% | +9.4% | -0.6% |
| All | -3.8% | -12.7% | +8.9% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling