+568.0%
CF vs TXT
+112.2%
+455.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | -3.2% | -2.5% | -0.7% | -2.1% |
| 30D | +4.3% | +14.4% | -10.1% | -3.0% |
| 3M | +2.8% | -4.9% | +7.7% | +4.2% |
| 6M | +0.6% | -10.2% | +10.8% | +3.8% |
| YTD | +56.6% | -4.1% | +60.7% | +53.3% |
| 1Y | +49.6% | +4.0% | +45.7% | +40.1% |
| 3Y | +61.5% | +8.0% | +53.5% | +42.3% |
| 5Y | +124.0% | +8.4% | +115.5% | +89.9% |
| All | +568.0% | +112.2% | +455.8% | +237.3% |
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