-66.2%
CAPR vs TXT
+112.2%
-178.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.6% | +5.5% |
| 7D | +41.1% | -2.5% | +43.6% | +42.6% |
| 30D | +11.1% | +14.4% | -3.3% | +4.8% |
| 3M | +115.3% | -4.9% | +120.2% | +120.0% |
| 6M | -73.8% | -10.2% | -63.6% | -72.9% |
| YTD | -68.8% | -4.1% | -64.7% | -69.0% |
| 1Y | +43.3% | +4.0% | +39.4% | +37.9% |
| 3Y | +214.7% | +8.0% | +206.7% | +194.6% |
| 5Y | +141.3% | +8.4% | +132.9% | +121.3% |
| All | -66.2% | +112.2% | -178.3% | -76.1% |
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