+7,463.6%
CI vs TXT
+2,070.1%
+5,393.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -4.8% | +6.1% | +2.8% |
| 30D | +4.4% | -10.6% | +15.1% | +8.1% |
| 3M | +0.7% | -13.2% | +13.8% | +4.6% |
| 6M | +0.3% | -20.3% | +20.7% | +6.8% |
| YTD | +3.8% | -9.3% | +13.1% | +5.9% |
| 1Y | -5.5% | -2.7% | -2.8% | -5.8% |
| 3Y | +8.1% | +1.4% | +6.7% | +4.5% |
| 5Y | +42.8% | +9.6% | +33.2% | +32.3% |
| 10Y | +143.9% | +94.9% | +49.0% | +77.5% |
| All | +7,463.6% | +2,070.1% | +5,393.5% | +1,917.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling