+140.4%
CI vs TXT
+98.4%
+42.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -1.8% | -11.1% | +9.2% | +2.2% |
| 3M | -4.2% | -13.0% | +8.8% | -0.1% |
| 6M | +2.7% | -16.2% | +18.9% | +8.2% |
| YTD | +1.9% | -8.7% | +10.6% | +3.9% |
| 1Y | -6.3% | -3.8% | -2.5% | -6.4% |
| 3Y | +3.9% | +5.5% | -1.7% | -2.0% |
| 5Y | +41.9% | +12.3% | +29.6% | +27.6% |
| 10Y | +140.4% | +97.4% | +43.0% | +50.7% |
| All | +140.4% | +98.4% | +42.0% | +50.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling