+140.2%
CMS vs TXT
+89.4%
+50.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.2% | +13.3% | -7.2% | +3.7% |
| 3M | +0.6% | -5.0% | +5.6% | +1.4% |
| 6M | -1.8% | -8.4% | +6.7% | -0.6% |
| YTD | +3.8% | -4.0% | +7.8% | +3.9% |
| 1Y | -1.8% | +2.8% | -4.6% | -3.0% |
| 3Y | +39.8% | +10.3% | +29.5% | +34.6% |
| 5Y | +37.1% | +9.2% | +28.0% | +30.3% |
| All | +140.2% | +89.4% | +50.8% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling