-97.7%
CAPR vs TXT
+89.1%
-186.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -8.4% |
| 7D | +19.1% | -1.1% | +20.1% | +19.3% |
| 30D | +48.8% | +13.3% | +35.6% | +45.6% |
| 3M | +144.4% | -5.1% | +149.5% | +146.7% |
| 6M | -67.5% | -7.1% | -60.4% | -67.3% |
| YTD | -64.5% | -3.2% | -61.3% | -64.6% |
| 1Y | +74.4% | +2.3% | +72.1% | +72.6% |
| 3Y | +265.7% | +11.1% | +254.6% | +256.4% |
| 5Y | +196.0% | +10.0% | +185.9% | +187.3% |
| 10Y | -62.4% | +91.1% | -153.4% | -67.4% |
| All | -97.7% | +89.1% | -186.8% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling