+465.5%
CMS vs TXT
+2,193.3%
-1,727.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -1.3% | -2.5% | +1.2% | -0.9% |
| 30D | +6.3% | +14.4% | -8.1% | +3.6% |
| 3M | -2.1% | -4.9% | +2.9% | -1.3% |
| 6M | -5.1% | -10.2% | +5.1% | -3.5% |
| YTD | +1.3% | -4.1% | +5.4% | +1.4% |
| 1Y | -1.4% | +4.0% | -5.4% | -2.8% |
| 3Y | +36.9% | +8.0% | +29.0% | +32.4% |
| 5Y | +32.5% | +8.4% | +24.1% | +26.3% |
| 10Y | +126.8% | +116.6% | +10.1% | +78.0% |
| All | +465.5% | +2,193.3% | -1,727.8% | +149.6% |
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