+13.6%
CLF vs TXT
+4.1%
+9.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.8% |
| 7D | -19.6% | -2.5% | -17.1% | -18.3% |
| 30D | -5.0% | +14.4% | -19.4% | -12.5% |
| 3M | -6.3% | -4.9% | -1.4% | -2.3% |
| 6M | +2.8% | -10.2% | +13.0% | +11.6% |
| YTD | -13.7% | -4.1% | -9.6% | -12.3% |
| 1Y | +13.6% | +4.0% | +9.6% | +4.1% |
| All | +13.6% | +4.1% | +9.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling