+31.8%
CLX vs TXT
+89.4%
-57.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +30.7% | +13.3% | +17.3% | +29.4% |
| 3M | +4.2% | -5.0% | +9.2% | +4.5% |
| 6M | +22.1% | -8.4% | +30.5% | +22.7% |
| YTD | +14.1% | -4.0% | +18.0% | +14.3% |
| 1Y | +10.3% | +2.8% | +7.5% | +10.0% |
| 3Y | -7.8% | +10.3% | -18.1% | -8.8% |
| 5Y | -20.8% | +9.2% | -30.0% | -22.1% |
| All | +31.8% | +89.4% | -57.6% | +25.0% |
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