+10.4%
TXT vs ALC
-11.2%
+21.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -2.5% | +4.9% | -7.4% | -4.4% |
| 30D | +14.4% | +19.0% | -4.6% | +7.1% |
| 3M | -4.9% | +7.8% | -12.7% | -7.9% |
| 6M | -10.2% | +14.6% | -24.8% | -15.4% |
| YTD | -4.1% | -4.4% | +0.3% | -3.6% |
| 1Y | +4.0% | +1.4% | +2.6% | +1.8% |
| 3Y | +8.0% | +2.5% | +5.4% | +3.1% |
| All | +10.4% | -11.2% | +21.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling