+139.1%
CI vs TXT
+98.4%
+40.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | -2.4% | -11.1% | +8.7% | +1.6% |
| 3M | -4.8% | -13.0% | +8.2% | -0.7% |
| 6M | +2.1% | -16.2% | +18.3% | +7.6% |
| YTD | +1.4% | -8.7% | +10.1% | +3.3% |
| 1Y | -6.8% | -3.8% | -3.0% | -6.9% |
| 3Y | +3.3% | +5.5% | -2.2% | -2.6% |
| 5Y | +41.1% | +12.3% | +28.8% | +26.9% |
| 10Y | +139.1% | +97.4% | +41.7% | +49.8% |
| All | +139.1% | +98.4% | +40.6% | +49.8% |
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