-3.8%
TXT vs ALM
+347.8%
-351.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | 0.0% |
| 7D | -0.2% | +8.4% | -8.6% | -0.8% |
| 30D | -11.1% | +34.8% | -45.9% | -13.2% |
| 3M | -13.0% | +16.2% | -29.2% | -14.8% |
| 6M | -16.2% | +2.1% | -18.3% | -17.9% |
| YTD | -8.7% | +117.0% | -125.7% | -13.2% |
| 1Y | -3.8% | +313.9% | -317.6% | -13.6% |
| All | -3.8% | +347.8% | -351.6% | -13.6% |
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