+132.3%
CMS vs TXT
+115.3%
+17.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.3% |
| 30D | +7.1% | +15.2% | -8.1% | +4.3% |
| 3M | -1.3% | -4.5% | +3.2% | -0.7% |
| 6M | -2.7% | -6.1% | +3.5% | -1.9% |
| YTD | +2.6% | -2.0% | +4.6% | +2.3% |
| 1Y | -2.0% | +4.2% | -6.2% | -3.4% |
| 3Y | +39.6% | +14.4% | +25.2% | +33.5% |
| 5Y | +35.3% | +12.3% | +23.0% | +28.0% |
| 10Y | +132.3% | +101.8% | +30.5% | +79.7% |
| All | +132.3% | +115.3% | +17.0% | +79.7% |
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