+101.8%
TXT vs ALM
+2,221.4%
-2,119.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.8% | +2.0% |
| 7D | -3.5% | +0.7% | -4.3% | -3.6% |
| 30D | +15.2% | -26.1% | +41.2% | +16.2% |
| 3M | -4.5% | -38.1% | +33.6% | -3.3% |
| 6M | -6.1% | -55.4% | +49.3% | -4.4% |
| YTD | -2.0% | -0.4% | -1.6% | -2.5% |
| 1Y | +4.2% | +25.4% | -21.1% | +2.9% |
| 3Y | +14.4% | +907.8% | -893.4% | +5.9% |
| 5Y | +12.3% | +440.2% | -427.8% | +4.5% |
| 10Y | +101.8% | +2,031.1% | -1,929.3% | +87.8% |
| All | +101.8% | +2,221.4% | -2,119.6% | +87.8% |
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