+282.1%
CME vs TXT
+98.4%
+183.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +5.5% | -11.1% | +16.6% | +8.5% |
| 3M | +11.0% | -13.0% | +24.0% | +14.3% |
| 6M | -9.7% | -16.2% | +6.5% | -6.4% |
| YTD | +4.9% | -8.7% | +13.6% | +6.1% |
| 1Y | +10.1% | -3.8% | +13.9% | +9.7% |
| 3Y | +53.5% | +5.5% | +48.0% | +45.6% |
| 5Y | +77.2% | +12.3% | +64.9% | +61.5% |
| 10Y | +282.1% | +97.4% | +184.7% | +143.7% |
| All | +282.1% | +98.4% | +183.7% | +143.7% |
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