-51.4%
CLF vs TXT
+7.8%
-59.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +3.3% |
| 7D | -19.6% | -2.5% | -17.1% | -17.7% |
| 30D | -5.0% | +14.4% | -19.4% | -16.0% |
| 3M | -6.3% | -4.9% | -1.4% | -3.4% |
| 6M | +2.8% | -10.2% | +13.0% | +11.7% |
| YTD | -13.7% | -4.1% | -9.6% | -12.9% |
| 1Y | +13.6% | +4.0% | +9.6% | +6.6% |
| 3Y | -34.0% | +8.0% | -41.9% | -41.4% |
| All | -51.4% | +7.8% | -59.2% | -59.2% |
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