-2.7%
TXT vs ALM
+318.3%
-321.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.6% |
| 30D | -10.6% | +32.0% | -42.6% | -12.7% |
| 3M | -13.2% | -15.0% | +1.9% | -13.4% |
| 6M | -20.3% | -10.1% | -10.2% | -21.4% |
| YTD | -9.3% | +99.4% | -108.7% | -13.4% |
| 1Y | -2.7% | +316.4% | -319.0% | -13.7% |
| All | -2.7% | +318.3% | -321.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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