+208.8%
C vs TXT
+103.6%
+105.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.8% |
| 7D | -0.4% | -1.1% | +0.7% | +0.3% |
| 30D | -5.2% | +17.1% | -22.2% | -14.7% |
| 3M | -9.1% | -2.6% | -6.4% | -8.2% |
| 6M | -1.6% | -4.6% | +3.0% | -0.1% |
| YTD | +6.9% | -0.3% | +7.3% | +4.3% |
| 1Y | +23.0% | +5.9% | +17.1% | +15.2% |
| 3Y | +216.1% | +14.4% | +201.8% | +174.4% |
| 5Y | +112.2% | +15.9% | +96.4% | +77.0% |
| 10Y | +208.8% | +99.6% | +109.2% | +55.3% |
| All | +208.8% | +103.6% | +105.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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