+84.1%
CL vs TXT
+98.8%
-14.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +9.5% | +13.4% | -3.9% | +7.3% |
| 3M | +6.8% | -2.5% | +9.3% | +7.0% |
| 6M | +14.3% | -6.2% | +20.5% | +15.0% |
| YTD | +27.0% | -1.3% | +28.3% | +26.6% |
| 1Y | +26.3% | +4.3% | +21.9% | +24.8% |
| 3Y | +39.3% | +13.2% | +26.0% | +34.1% |
| 5Y | +41.5% | +12.4% | +29.1% | +34.8% |
| 10Y | +84.1% | +94.8% | -10.7% | +48.9% |
| All | +84.1% | +98.8% | -14.7% | +48.9% |
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