+43.4%
CL vs TXT
+8.5%
+34.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +8.0% | +13.3% | -5.3% | +6.2% |
| 3M | +7.9% | -5.0% | +12.8% | +8.4% |
| 6M | +14.7% | -8.4% | +23.1% | +15.7% |
| YTD | +29.2% | -4.0% | +33.1% | +29.3% |
| 1Y | +29.5% | +2.8% | +26.7% | +28.6% |
| 3Y | +40.7% | +10.3% | +30.4% | +36.0% |
| All | +43.4% | +8.5% | +34.8% | +36.7% |
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