-97.9%
CAPR vs TXT
+77.3%
-175.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.0% | -4.8% | +2.8% | -1.2% |
| 30D | +139.2% | -10.6% | +149.8% | +144.0% |
| 3M | -66.4% | -13.2% | -53.2% | -65.7% |
| 6M | -63.1% | -20.3% | -42.8% | -61.9% |
| YTD | -67.4% | -9.3% | -58.2% | -67.1% |
| 1Y | +58.2% | -2.7% | +60.9% | +58.2% |
| 3Y | +42.2% | +1.4% | +40.8% | +40.9% |
| 5Y | +87.3% | +9.6% | +77.7% | +82.2% |
| 10Y | -75.3% | +94.9% | -170.2% | -78.5% |
| All | -97.9% | +77.3% | -175.2% | -96.9% |
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