+248.2%
CB vs TXT
+112.2%
+136.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | +0.2% | -2.5% | +2.8% | +1.1% |
| 30D | +9.1% | +14.4% | -5.3% | +3.6% |
| 3M | +3.4% | -4.9% | +8.3% | +4.9% |
| 6M | +14.1% | -10.2% | +24.3% | +17.5% |
| YTD | +18.0% | -4.1% | +22.1% | +17.8% |
| 1Y | +30.1% | +4.0% | +26.2% | +25.9% |
| 3Y | +71.8% | +8.0% | +63.8% | +59.4% |
| 5Y | +101.8% | +8.4% | +93.4% | +83.0% |
| All | +248.2% | +112.2% | +136.0% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling