+196.0%
CAPR vs TXT
+10.3%
+185.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -7.7% |
| 7D | +19.1% | -1.1% | +20.1% | +19.6% |
| 30D | +48.8% | +13.3% | +35.6% | +39.1% |
| 3M | +144.4% | -5.1% | +149.5% | +151.0% |
| 6M | -67.5% | -7.1% | -60.4% | -66.8% |
| YTD | -64.5% | -3.2% | -61.3% | -65.2% |
| 1Y | +74.4% | +2.3% | +72.1% | +66.2% |
| 3Y | +265.7% | +11.1% | +254.6% | +229.2% |
| 5Y | +196.0% | +10.0% | +185.9% | +151.6% |
| All | +196.0% | +10.3% | +185.6% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling