+123.7%
CLF vs TXT
+97.6%
+26.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +7.6% | -4.8% | +12.4% | +11.9% |
| 30D | -1.2% | -10.6% | +9.4% | +8.2% |
| 3M | -13.4% | -13.2% | -0.2% | -2.8% |
| 6M | +15.4% | -20.3% | +35.8% | +38.7% |
| YTD | -5.9% | -9.3% | +3.4% | +0.7% |
| 1Y | +18.8% | -2.7% | +21.5% | +19.9% |
| 3Y | -19.4% | +1.4% | -20.8% | -22.0% |
| 5Y | -47.7% | +9.6% | -57.3% | -53.1% |
| All | +123.7% | +97.6% | +26.1% | -6.6% |
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 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