+10.7%
CARR vs TXT
+14.1%
-3.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | 0.0% |
| 7D | -3.8% | +2.5% | -6.2% | -5.2% |
| 30D | -8.9% | -8.9% | -0.1% | -3.5% |
| 3M | -17.3% | -13.6% | -3.8% | -9.5% |
| 6M | -1.4% | -13.1% | +11.7% | +7.8% |
| YTD | +10.0% | -7.0% | +17.0% | +15.0% |
| 1Y | -6.4% | -1.4% | -5.0% | -5.8% |
| 3Y | +1.5% | +7.0% | -5.4% | -5.7% |
| All | +10.7% | +14.1% | -3.5% | -6.4% |
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