+4.3%
TXT vs ALM
+14.6%
-10.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -0.8% | -7.2% | +6.3% | -0.4% |
| 30D | +13.4% | -26.4% | +39.8% | +15.5% |
| 3M | -2.5% | -38.6% | +36.1% | -0.2% |
| 6M | -6.2% | -61.0% | +54.8% | -2.2% |
| YTD | -1.3% | -7.4% | +6.0% | +2.0% |
| 1Y | +4.3% | +14.0% | -9.6% | +7.0% |
| All | +4.3% | +14.6% | -10.3% | +7.0% |
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