+151.5%
CAKE vs TXT
+107.7%
+43.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | 0.0% |
| 7D | -4.5% | +2.5% | -7.0% | -6.0% |
| 30D | -12.4% | -8.9% | -3.6% | -7.1% |
| 3M | +37.3% | -13.6% | +50.9% | +49.0% |
| 6M | +70.7% | -13.1% | +83.8% | +83.5% |
| YTD | +106.0% | -7.0% | +113.0% | +109.9% |
| 1Y | +79.7% | -1.4% | +81.0% | +75.7% |
| 3Y | +267.8% | +7.0% | +260.8% | +231.6% |
| 5Y | +159.9% | +15.4% | +144.5% | +118.5% |
| All | +151.5% | +107.7% | +43.7% | +35.0% |
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