+331.2%
CG vs TXT
+100.3%
+231.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.3% |
| 7D | -6.4% | +0.8% | -7.2% | -6.9% |
| 30D | -7.1% | -10.4% | +3.4% | -0.9% |
| 3M | -1.6% | -14.3% | +12.8% | +7.4% |
| 6M | -8.3% | -15.1% | +6.8% | +0.1% |
| YTD | -23.8% | -8.3% | -15.5% | -20.9% |
| 1Y | -28.7% | -0.7% | -28.0% | -29.5% |
| 3Y | +49.2% | +6.0% | +43.2% | +42.2% |
| 5Y | +5.5% | +12.5% | -7.0% | -2.5% |
| 10Y | +331.2% | +103.2% | +228.0% | +183.1% |
| All | +331.2% | +100.3% | +231.0% | +183.1% |
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 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