-18.1%
CAG vs TXT
-1.4%
-16.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -1.5% | -10.2% | +8.7% | +0.1% |
| 3M | +11.5% | -13.3% | +24.7% | +13.5% |
| 6M | -15.7% | -14.4% | -1.3% | -13.9% |
| YTD | -10.2% | -9.1% | -1.1% | -10.1% |
| 1Y | -18.1% | -2.2% | -15.9% | -19.2% |
| All | -18.1% | -1.4% | -16.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling