+48.0%
CAPR vs TXT
-2.9%
+50.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -2.0% | -4.8% | +2.8% | +2.6% |
| 30D | +139.2% | -10.6% | +149.8% | +167.0% |
| 3M | -66.4% | -13.2% | -53.2% | -62.7% |
| 6M | -63.1% | -20.3% | -42.8% | -52.9% |
| YTD | -67.4% | -9.3% | -58.2% | -74.8% |
| All | +48.0% | -2.9% | +50.9% | -10.1% |
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 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