+79.1%
CME vs TXT
+10.4%
+68.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -1.0% |
| 30D | +6.2% | -10.6% | +16.9% | +7.6% |
| 3M | +10.4% | -13.2% | +23.6% | +12.0% |
| 6M | -9.5% | -20.3% | +10.8% | -7.3% |
| YTD | +6.0% | -9.3% | +15.3% | +6.7% |
| 1Y | +9.3% | -2.7% | +12.0% | +8.7% |
| 3Y | +57.7% | +1.4% | +56.3% | +52.9% |
| All | +79.1% | +10.4% | +68.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling