+6,781.2%
CME vs TXT
+359.5%
+6,421.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.6% | -4.8% | +3.2% | 0.0% |
| 30D | +6.2% | -10.6% | +16.9% | +10.1% |
| 3M | +10.4% | -13.2% | +23.6% | +15.0% |
| 6M | -9.5% | -20.3% | +10.8% | -3.6% |
| YTD | +6.0% | -9.3% | +15.3% | +8.0% |
| 1Y | +9.3% | -2.7% | +12.0% | +8.4% |
| 3Y | +57.7% | +1.4% | +56.3% | +49.9% |
| 5Y | +77.7% | +9.6% | +68.1% | +60.4% |
| 10Y | +281.2% | +94.9% | +186.3% | +156.1% |
| All | +6,781.2% | +359.5% | +6,421.7% | +3,226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling