+10.1%
CME vs TXT
-2.3%
+12.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +5.5% | -11.1% | +16.6% | +5.2% |
| 3M | +11.0% | -13.0% | +24.0% | +10.6% |
| 6M | -9.7% | -16.2% | +6.5% | -9.6% |
| YTD | +4.9% | -8.7% | +13.6% | +5.2% |
| 1Y | +10.1% | -3.8% | +13.9% | +10.8% |
| All | +10.1% | -2.3% | +12.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling