+696.9%
CLF vs TXT
+2,070.1%
-1,373.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -4.8% | +12.4% | +10.6% |
| 30D | -1.2% | -10.6% | +9.4% | +5.3% |
| 3M | -13.4% | -13.2% | -0.2% | -6.0% |
| 6M | +15.4% | -20.3% | +35.8% | +31.6% |
| YTD | -5.9% | -9.3% | +3.4% | -0.9% |
| 1Y | +18.8% | -2.7% | +21.5% | +20.3% |
| 3Y | -19.4% | +1.4% | -20.8% | -19.8% |
| 5Y | -47.7% | +9.6% | -57.3% | -49.9% |
| 10Y | +130.4% | +94.9% | +35.5% | +63.3% |
| All | +696.9% | +2,070.1% | -1,373.2% | +175.5% |
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 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