+220.1%
C vs TXT
+115.3%
+104.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.0% |
| 7D | -0.9% | -3.5% | +2.6% | +1.4% |
| 30D | -5.4% | +15.2% | -20.6% | -14.1% |
| 3M | -9.2% | -4.5% | -4.7% | -7.2% |
| 6M | -1.8% | -6.1% | +4.3% | +0.7% |
| YTD | +6.7% | -2.0% | +8.6% | +5.1% |
| 1Y | +23.5% | +4.2% | +19.3% | +16.9% |
| 3Y | +219.8% | +14.4% | +205.4% | +177.4% |
| 5Y | +112.4% | +12.3% | +100.1% | +80.8% |
| 10Y | +220.1% | +101.8% | +118.3% | +56.9% |
| All | +220.1% | +115.3% | +104.7% | +56.9% |
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