-64.7%
CAPR vs TXT
+115.3%
-180.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.5% |
| 7D | +36.0% | -3.5% | +39.6% | +38.1% |
| 30D | +25.8% | +15.2% | +10.6% | +18.3% |
| 3M | +140.8% | -4.5% | +145.3% | +145.7% |
| 6M | -67.6% | -6.1% | -61.5% | -67.1% |
| YTD | -65.9% | -2.0% | -63.9% | -66.4% |
| 1Y | +66.1% | +4.2% | +61.9% | +59.7% |
| 3Y | +256.9% | +14.4% | +242.5% | +226.3% |
| 5Y | +172.1% | +12.3% | +159.8% | +145.9% |
| 10Y | -64.7% | +101.8% | -166.5% | -78.1% |
| All | -64.7% | +115.3% | -180.0% | -78.1% |
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