+577.4%
CF vs TXT
+94.9%
+482.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +6.0% | -4.8% | +10.8% | +8.4% |
| 30D | +14.8% | -10.6% | +25.5% | +21.0% |
| 3M | +14.1% | -13.2% | +27.2% | +20.8% |
| 6M | +28.5% | -20.3% | +48.9% | +40.3% |
| YTD | +74.9% | -9.3% | +84.2% | +77.3% |
| 1Y | +61.7% | -2.7% | +64.4% | +57.1% |
| 3Y | +80.3% | +1.4% | +78.9% | +65.0% |
| 5Y | +226.0% | +9.6% | +216.4% | +174.3% |
| All | +577.4% | +94.9% | +482.5% | +247.7% |
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