+42.5%
CI vs TXT
+10.4%
+32.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -4.8% | +6.1% | +2.6% |
| 30D | +4.4% | -10.6% | +15.1% | +7.5% |
| 3M | +0.7% | -13.2% | +13.8% | +3.9% |
| 6M | +0.3% | -20.3% | +20.7% | +5.8% |
| YTD | +3.8% | -9.3% | +13.1% | +5.4% |
| 1Y | -5.5% | -2.7% | -2.8% | -6.1% |
| 3Y | +8.1% | +1.4% | +6.7% | +4.1% |
| All | +42.5% | +10.4% | +32.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling