+246.7%
CB vs TXT
+98.8%
+147.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +7.3% | +13.4% | -6.1% | +2.3% |
| 3M | +7.0% | -2.5% | +9.6% | +7.6% |
| 6M | +16.3% | -6.2% | +22.5% | +17.9% |
| YTD | +19.7% | -1.3% | +21.1% | +18.3% |
| 1Y | +27.8% | +4.3% | +23.5% | +23.5% |
| 3Y | +72.0% | +13.2% | +58.8% | +56.8% |
| 5Y | +104.9% | +12.4% | +92.5% | +83.3% |
| 10Y | +246.7% | +94.8% | +152.0% | +123.9% |
| All | +246.7% | +98.8% | +147.9% | +123.9% |
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 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