+149.3%
CBOE vs TXT
+13.4%
+135.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | +2.7% | -10.4% | +13.1% | +3.3% |
| 3M | +0.7% | -14.3% | +15.1% | +1.5% |
| 6M | -2.0% | -15.1% | +13.1% | -1.2% |
| YTD | +17.1% | -8.3% | +25.5% | +17.1% |
| 1Y | +26.5% | -0.7% | +27.2% | +25.5% |
| 3Y | +96.1% | +6.0% | +90.1% | +88.4% |
| 5Y | +149.3% | +12.5% | +136.8% | +132.6% |
| All | +149.3% | +13.4% | +135.9% | +132.6% |
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 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