+214.6%
TXT vs ALM
+3,507.4%
-3,292.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -2.5% | -6.7% | +4.1% | -2.5% |
| 30D | +14.4% | -32.9% | +47.3% | +14.5% |
| 3M | -4.9% | -39.5% | +34.6% | -4.8% |
| 6M | -10.2% | -62.0% | +51.8% | -10.0% |
| YTD | -4.1% | -7.8% | +3.7% | -4.1% |
| 1Y | +4.0% | +26.7% | -22.7% | +3.8% |
| 3Y | +8.0% | +825.4% | -817.4% | +7.0% |
| 5Y | +8.4% | +401.2% | -392.8% | +7.5% |
| 10Y | +116.6% | +2,074.0% | -1,957.4% | +113.8% |
| All | +214.6% | +3,507.4% | -3,292.8% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling