+1,751.5%
CLS vs TXT
+115.3%
+1,636.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.6% | +6.6% |
| 7D | -10.6% | -3.5% | -7.0% | -8.6% |
| 30D | -38.4% | +15.2% | -53.6% | -43.7% |
| 3M | -29.9% | -4.5% | -25.4% | -28.8% |
| 6M | -40.6% | -6.1% | -34.5% | -39.6% |
| YTD | -24.6% | -2.0% | -22.6% | -25.9% |
| 1Y | -30.8% | +4.2% | -35.0% | -34.2% |
| 3Y | +811.7% | +14.4% | +797.3% | +700.3% |
| 5Y | +1,838.4% | +12.3% | +1,826.1% | +1,602.3% |
| 10Y | +1,751.5% | +101.8% | +1,649.7% | +1,028.6% |
| All | +1,751.5% | +115.3% | +1,636.1% | +1,028.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling