+41.1%
CLS vs TXT
-1.0%
+42.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | -4.8% | +9.4% | +6.1% |
| 30D | -13.9% | -10.6% | -3.3% | -11.0% |
| 3M | -26.6% | -13.2% | -13.4% | -24.4% |
| 6M | +15.4% | -20.3% | +35.8% | +17.3% |
| YTD | +5.7% | -9.3% | +14.9% | +6.4% |
| 1Y | +41.1% | -2.7% | +43.8% | +39.1% |
| All | +41.1% | -1.0% | +42.1% | +39.1% |
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