+369.4%
CBOE vs TXT
+103.1%
+266.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +2.0% | -10.2% | +12.2% | +3.9% |
| 3M | -4.2% | -13.3% | +9.0% | -2.2% |
| 6M | +1.2% | -14.4% | +15.5% | +3.3% |
| YTD | +15.4% | -9.1% | +24.5% | +16.3% |
| 1Y | +23.5% | -2.2% | +25.7% | +22.5% |
| 3Y | +93.2% | +5.1% | +88.1% | +84.7% |
| 5Y | +142.0% | +12.8% | +129.1% | +123.7% |
| All | +369.4% | +103.1% | +266.3% | +237.7% |
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