+2,944.0%
CLS vs TXT
+98.4%
+2,845.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.3% |
| 7D | +12.8% | -0.2% | +13.0% | +13.0% |
| 30D | +3.8% | -11.1% | +14.9% | +10.7% |
| 3M | -14.6% | -13.0% | -1.6% | -8.6% |
| 6M | +32.2% | -16.2% | +48.4% | +44.9% |
| YTD | +11.6% | -8.7% | +20.3% | +15.2% |
| 1Y | +35.1% | -3.8% | +38.8% | +35.0% |
| 3Y | +1,312.5% | +5.5% | +1,307.0% | +1,207.8% |
| 5Y | +3,542.1% | +12.3% | +3,529.8% | +3,141.2% |
| 10Y | +2,944.0% | +97.4% | +2,846.6% | +1,816.9% |
| All | +2,944.0% | +98.4% | +2,845.6% | +1,816.9% |
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