+138.1%
CMS vs TXT
+103.6%
+34.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | 0.0% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +7.4% | +17.1% | -9.7% | +4.3% |
| 3M | +1.9% | -2.6% | +4.5% | +2.2% |
| 6M | -2.3% | -4.6% | +2.2% | -1.9% |
| YTD | +3.0% | -0.3% | +3.3% | +2.3% |
| 1Y | -2.8% | +5.9% | -8.7% | -4.5% |
| 3Y | +37.9% | +14.4% | +23.5% | +31.9% |
| 5Y | +34.0% | +15.9% | +18.1% | +25.9% |
| 10Y | +138.1% | +99.6% | +38.5% | +78.8% |
| All | +138.1% | +103.6% | +34.5% | +78.8% |
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