+7,418.1%
CME vs TXT
+385.5%
+7,032.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.2% |
| 7D | +0.9% | -2.5% | +3.4% | +1.7% |
| 30D | +13.2% | +14.4% | -1.2% | +8.0% |
| 3M | +16.3% | -4.9% | +21.2% | +17.6% |
| 6M | +7.1% | -10.2% | +17.4% | +9.8% |
| YTD | +15.8% | -4.1% | +19.9% | +15.4% |
| 1Y | +17.1% | +4.0% | +13.1% | +13.5% |
| 3Y | +63.2% | +8.0% | +55.2% | +51.6% |
| 5Y | +70.2% | +8.4% | +61.8% | +53.9% |
| 10Y | +337.0% | +116.6% | +220.4% | +182.5% |
| All | +7,418.1% | +385.5% | +7,032.6% | +3,456.0% |
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 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