+122.4%
CF vs TXT
+11.0%
+111.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.5% |
| 7D | +0.4% | -2.5% | +3.0% | +0.9% |
| 30D | +2.2% | +12.8% | -10.6% | -0.9% |
| 3M | +2.1% | -3.6% | +5.7% | +2.7% |
| 6M | -6.5% | -6.9% | +0.4% | -5.7% |
| YTD | +55.6% | -2.2% | +57.7% | +52.7% |
| 1Y | +42.3% | +6.3% | +36.0% | +35.7% |
| 3Y | +55.7% | +10.3% | +45.5% | +42.3% |
| 5Y | +122.4% | +10.6% | +111.8% | +97.2% |
| All | +122.4% | +11.0% | +111.4% | +97.2% |
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