+630.6%
CLF vs TXT
+2,193.3%
-1,562.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -6.3% | -4.9% | -1.4% | -4.4% |
| 6M | +2.8% | -10.2% | +13.0% | +8.8% |
| YTD | -13.7% | -4.1% | -9.6% | -12.7% |
| 1Y | +13.6% | +4.0% | +9.6% | +9.7% |
| 3Y | -34.0% | +8.0% | -41.9% | -37.2% |
| 5Y | -48.7% | +8.4% | -57.2% | -50.9% |
| 10Y | +113.4% | +116.6% | -3.2% | +41.2% |
| All | +630.6% | +2,193.3% | -1,562.7% | +142.6% |
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 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