+78.8%
CNQ vs TXT
+7.0%
+71.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | +0.1% | +2.5% | -2.3% | -0.5% |
| 30D | +6.2% | -8.9% | +15.1% | +8.5% |
| 3M | +12.4% | -13.6% | +25.9% | +16.1% |
| 6M | +9.0% | -13.1% | +22.1% | +12.0% |
| YTD | +52.2% | -7.0% | +59.2% | +51.8% |
| 1Y | +65.0% | -1.4% | +66.4% | +60.4% |
| 3Y | +78.8% | +7.0% | +71.9% | +57.9% |
| All | +78.8% | +7.0% | +71.8% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling