+340.2%
COP vs TXT
+100.3%
+240.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +11.7% | -10.4% | +22.2% | +17.9% |
| 3M | +17.7% | -14.3% | +32.0% | +25.9% |
| 6M | +18.3% | -15.1% | +33.4% | +25.8% |
| YTD | +49.1% | -8.3% | +57.4% | +51.2% |
| 1Y | +53.3% | -0.7% | +54.0% | +48.4% |
| 3Y | +22.2% | +6.0% | +16.2% | +11.1% |
| 5Y | +193.3% | +12.5% | +180.8% | +149.3% |
| 10Y | +340.2% | +103.2% | +237.0% | +153.2% |
| All | +340.2% | +100.3% | +240.0% | +153.2% |
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