+5,435.1%
CL vs TXT
+2,239.7%
+3,195.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +5.9% | -2.5% | +8.5% | +6.4% |
| 30D | +13.8% | +12.8% | +0.9% | +11.3% |
| 3M | +6.4% | -3.6% | +10.0% | +6.9% |
| 6M | +15.6% | -6.9% | +22.6% | +16.6% |
| YTD | +27.9% | -2.2% | +30.0% | +27.6% |
| 1Y | +31.4% | +6.3% | +25.1% | +29.3% |
| 3Y | +41.4% | +10.3% | +31.1% | +36.6% |
| 5Y | +42.8% | +10.6% | +32.2% | +36.2% |
| 10Y | +79.7% | +121.0% | -41.3% | +43.9% |
| All | +5,435.1% | +2,239.7% | +3,195.4% | +1,790.6% |
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