-24.0%
CG vs TXT
+1.6%
-25.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +0.2% | +0.1% | 0.0% | +0.2% |
| 30D | +11.2% | +13.3% | -2.2% | +5.1% |
| 3M | -22.1% | -5.0% | -17.1% | -20.6% |
| 6M | -17.9% | -8.4% | -9.5% | -15.4% |
| YTD | -31.3% | -4.0% | -27.3% | -32.1% |
| 1Y | -24.0% | +2.8% | -26.8% | -28.4% |
| All | -24.0% | +1.6% | -25.6% | -28.4% |
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