+33.7%
CFG vs TXT
+9.2%
+24.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.8% |
| 7D | +1.8% | +10.6% | -8.9% | -1.9% |
| 30D | +3.3% | +14.4% | -11.1% | -1.7% |
| 3M | -9.8% | -2.7% | -7.1% | -8.7% |
| 6M | +5.2% | -4.7% | +9.9% | +6.5% |
| YTD | +16.1% | -0.5% | +16.6% | +12.8% |
| 1Y | +33.7% | +8.7% | +24.9% | +19.1% |
| All | +33.7% | +9.2% | +24.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling