+59.1%
CF vs TXT
+11.8%
+47.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.9% | -3.5% | +2.7% | -0.7% |
| 30D | +6.9% | +15.2% | -8.2% | +5.7% |
| 3M | +4.8% | -4.5% | +9.3% | +5.3% |
| 6M | +4.7% | -6.1% | +10.8% | +5.0% |
| YTD | +56.5% | -2.0% | +58.4% | +54.0% |
| 1Y | +48.4% | +4.2% | +44.2% | +43.8% |
| 3Y | +59.1% | +14.4% | +44.8% | +43.7% |
| All | +59.1% | +11.8% | +47.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling