+208.1%
C vs TXT
+7.8%
+200.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | -6.0% | +14.4% | -20.4% | -12.4% |
| 3M | -10.5% | -4.9% | -5.6% | -8.6% |
| 6M | -5.7% | -10.2% | +4.5% | -1.3% |
| YTD | +4.1% | -4.1% | +8.2% | +3.9% |
| 1Y | +20.5% | +4.0% | +16.5% | +14.7% |
| 3Y | +208.1% | +8.0% | +200.2% | +185.5% |
| All | +208.1% | +7.8% | +200.3% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling