+47.7%
CI vs TXT
+7.8%
+39.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.1% |
| 7D | -1.6% | -2.5% | +1.0% | -1.0% |
| 30D | +5.4% | +14.4% | -9.0% | +1.8% |
| 3M | +7.3% | -4.9% | +12.2% | +8.3% |
| 6M | +5.3% | -10.2% | +15.5% | +7.4% |
| YTD | +8.5% | -4.1% | +12.6% | +8.3% |
| 1Y | +17.1% | +4.0% | +13.1% | +14.4% |
| 3Y | +1.4% | +8.0% | -6.5% | -4.0% |
| All | +47.7% | +7.8% | +39.9% | +36.5% |
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