+35.4%
CMS vs TXT
+14.6%
+20.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +6.6% | +13.4% | -6.8% | +4.4% |
| 3M | +0.8% | -2.5% | +3.4% | +1.0% |
| 6M | -3.3% | -6.2% | +2.9% | -2.7% |
| YTD | +2.7% | -1.3% | +4.1% | +2.3% |
| 1Y | -4.0% | +4.3% | -8.3% | -5.3% |
| 3Y | +37.6% | +13.2% | +24.4% | +31.8% |
| 5Y | +35.4% | +12.4% | +23.1% | +27.3% |
| All | +35.4% | +14.6% | +20.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling