+329.9%
COP vs TXT
+90.9%
+239.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.5% |
| 7D | +3.4% | -1.1% | +4.5% | +3.9% |
| 30D | -0.6% | +13.3% | -13.9% | -7.3% |
| 3M | +10.8% | -5.1% | +15.9% | +12.6% |
| 6M | +19.6% | -7.1% | +26.7% | +21.5% |
| YTD | +52.9% | -3.2% | +56.1% | +49.7% |
| 1Y | +62.2% | +2.3% | +59.9% | +53.9% |
| 3Y | +32.4% | +11.1% | +21.3% | +16.7% |
| 5Y | +129.7% | +10.0% | +119.7% | +97.5% |
| All | +329.9% | +90.9% | +239.0% | +159.5% |
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