+298.3%
COP vs TXT
+115.3%
+183.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -2.4% |
| 7D | -8.4% | -3.5% | -4.9% | -6.8% |
| 30D | +0.3% | +15.2% | -14.9% | -7.2% |
| 3M | +15.1% | -4.5% | +19.6% | +16.7% |
| 6M | +19.8% | -6.1% | +25.9% | +21.0% |
| YTD | +46.8% | -2.0% | +48.8% | +42.9% |
| 1Y | +59.7% | +4.2% | +55.5% | +50.3% |
| 3Y | +28.7% | +14.4% | +14.3% | +11.8% |
| 5Y | +110.7% | +12.3% | +98.4% | +79.3% |
| 10Y | +298.3% | +101.8% | +196.5% | +149.8% |
| All | +298.3% | +115.3% | +183.0% | +149.8% |
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