+280.5%
CG vs TXT
+221.5%
+59.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -1.2% | -2.5% | +1.3% | +0.2% |
| 30D | +5.0% | +14.4% | -9.4% | -2.6% |
| 3M | -18.2% | -4.9% | -13.3% | -16.4% |
| 6M | -20.7% | -10.2% | -10.5% | -16.7% |
| YTD | -31.4% | -4.1% | -27.3% | -30.9% |
| 1Y | -22.3% | +4.0% | -26.2% | -25.0% |
| 3Y | +50.2% | +8.0% | +42.2% | +42.5% |
| 5Y | -22.1% | +8.4% | -30.5% | -26.0% |
| 10Y | +295.5% | +116.6% | +178.9% | +153.1% |
| All | +280.5% | +221.5% | +59.0% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling