+58.2%
TXT vs ALC
+24.0%
+34.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | -4.8% | -2.1% | -2.7% | -3.8% |
| 30D | -10.6% | -0.1% | -10.5% | -10.7% |
| 3M | -13.2% | +5.9% | -19.1% | -16.1% |
| 6M | -20.3% | -15.9% | -4.4% | -14.1% |
| YTD | -9.3% | -10.1% | +0.9% | -5.8% |
| 1Y | -2.7% | -10.2% | +7.5% | +0.7% |
| 3Y | +1.4% | -13.6% | +14.9% | +3.9% |
| 5Y | +9.6% | -15.1% | +24.7% | +11.0% |
| All | +58.2% | +24.0% | +34.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling