+76.3%
CL vs TXT
+115.3%
-39.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.5% | -3.5% | +4.0% | +1.1% |
| 30D | +11.6% | +15.2% | -3.6% | +9.1% |
| 3M | +5.6% | -4.5% | +10.1% | +6.2% |
| 6M | +13.2% | -6.1% | +19.3% | +13.9% |
| YTD | +26.9% | -2.0% | +28.9% | +26.7% |
| 1Y | +27.3% | +4.2% | +23.1% | +25.9% |
| 3Y | +39.7% | +14.4% | +25.3% | +34.4% |
| 5Y | +41.3% | +12.3% | +29.0% | +34.7% |
| 10Y | +76.3% | +101.8% | -25.6% | +48.9% |
| All | +76.3% | +115.3% | -39.1% | +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