+103.1%
TXT vs ALM
+2,589.2%
-2,486.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +2.5% |
| 7D | +2.5% | -11.8% | +14.3% | +2.8% |
| 30D | -8.9% | +7.8% | -16.6% | -9.2% |
| 3M | -13.6% | -9.3% | -4.3% | -13.6% |
| 6M | -13.1% | -30.5% | +17.4% | -12.8% |
| YTD | -7.0% | +75.8% | -82.8% | -9.1% |
| 1Y | -1.4% | +241.2% | -242.6% | -5.5% |
| 3Y | +7.0% | +1,872.6% | -1,865.7% | -3.3% |
| 5Y | +15.4% | +849.6% | -834.2% | +5.5% |
| All | +103.1% | +2,589.2% | -2,486.2% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling