-58.8%
CAPR vs TXT
+98.8%
-157.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -1.0% | +27.5% | +26.9% |
| 7D | +25.8% | -0.8% | +26.6% | +26.0% |
| 30D | +50.2% | +13.4% | +36.8% | +42.0% |
| 3M | +185.5% | -2.5% | +188.0% | +188.3% |
| 6M | -64.8% | -6.2% | -58.6% | -64.4% |
| YTD | -61.1% | -1.3% | -59.8% | -61.9% |
| 1Y | +81.0% | +4.3% | +76.6% | +73.5% |
| 3Y | +300.7% | +13.2% | +287.5% | +266.9% |
| 5Y | +223.3% | +12.4% | +211.0% | +191.5% |
| 10Y | -58.8% | +94.8% | -153.5% | -74.7% |
| All | -58.8% | +98.8% | -157.6% | -74.7% |
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