+2.4%
CARR vs TXT
+5.5%
-3.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.1% |
| 30D | -8.7% | -10.4% | +1.8% | -2.3% |
| 3M | -18.4% | -14.3% | -4.0% | -10.2% |
| 6M | -0.6% | -15.1% | +14.5% | +10.0% |
| YTD | +10.9% | -8.3% | +19.2% | +17.1% |
| 1Y | -7.3% | -0.7% | -6.6% | -6.7% |
| All | +2.4% | +5.5% | -3.1% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling