+57.2%
COP vs TXT
+4.2%
+53.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.1% |
| 7D | -8.4% | -3.5% | -4.9% | -8.7% |
| 30D | +0.3% | +15.2% | -14.9% | +1.7% |
| 3M | +15.1% | -4.5% | +19.6% | +14.4% |
| 6M | +19.8% | -6.1% | +25.9% | +19.1% |
| YTD | +46.8% | -2.0% | +48.8% | +41.1% |
| All | +57.2% | +4.2% | +53.0% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling