+24.9%
CLX vs TXT
+115.3%
-90.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.3% | +5.4% |
| 7D | +17.4% | -3.5% | +20.9% | +17.7% |
| 30D | +27.8% | +15.2% | +12.6% | +26.3% |
| 3M | +3.0% | -4.5% | +7.5% | +3.3% |
| 6M | +17.5% | -6.1% | +23.6% | +17.9% |
| YTD | +10.0% | -2.0% | +11.9% | +10.0% |
| 1Y | +3.3% | +4.2% | -0.9% | +2.9% |
| 3Y | -10.1% | +14.4% | -24.5% | -11.3% |
| 5Y | -23.7% | +12.3% | -36.1% | -25.1% |
| 10Y | +24.9% | +101.8% | -77.0% | +21.6% |
| All | +24.9% | +115.3% | -90.5% | +21.6% |
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