-6.8%
CI vs TXT
-2.3%
-4.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | -2.4% | -11.1% | +8.7% | -0.6% |
| 3M | -4.8% | -13.0% | +8.2% | -3.1% |
| 6M | +2.1% | -16.2% | +18.3% | +4.6% |
| YTD | +1.4% | -8.7% | +10.1% | +0.4% |
| 1Y | -6.8% | -3.8% | -3.0% | -10.0% |
| All | -6.8% | -2.3% | -4.5% | -10.0% |
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