+113.6%
C vs TXT
+8.5%
+105.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.4% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +2.0% | +13.3% | -11.4% | -5.1% |
| 3M | -10.1% | -5.0% | -5.2% | -8.1% |
| 6M | +1.0% | -8.4% | +9.4% | +4.7% |
| YTD | +8.5% | -4.0% | +12.4% | +8.3% |
| 1Y | +25.7% | +2.8% | +22.9% | +20.8% |
| 3Y | +216.0% | +10.3% | +205.7% | +183.8% |
| All | +113.6% | +8.5% | +105.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling