+3,909.1%
CMG vs TXT
+133.4%
+3,775.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.5% | +0.1% | +2.3% | +2.5% |
| 30D | +15.6% | +13.3% | +2.2% | +11.8% |
| 3M | +8.2% | -5.0% | +13.2% | +9.5% |
| 6M | +9.9% | -8.4% | +18.3% | +12.0% |
| YTD | -4.6% | -4.0% | -0.7% | -4.3% |
| 1Y | +12.4% | +2.8% | +9.6% | +10.8% |
| 3Y | -18.0% | +10.3% | -28.3% | -21.4% |
| 5Y | -5.3% | +9.2% | -14.5% | -10.0% |
| 10Y | +344.2% | +89.6% | +254.7% | +238.5% |
| All | +3,909.1% | +133.4% | +3,775.7% | +2,254.2% |
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