-22.3%
CLF vs TXT
+15.4%
-37.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.6% |
| 7D | -9.1% | -1.1% | -8.0% | -8.0% |
| 30D | -0.9% | +17.1% | -18.0% | -13.1% |
| 3M | +3.0% | -2.6% | +5.6% | +4.8% |
| 6M | +16.7% | -4.6% | +21.3% | +21.1% |
| YTD | -3.2% | -0.3% | -2.8% | -4.8% |
| 1Y | +24.6% | +5.9% | +18.7% | +15.9% |
| 3Y | -22.3% | +14.4% | -36.7% | -33.5% |
| All | -22.3% | +15.4% | -37.7% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling