+52.4%
COP vs TXT
-2.3%
+54.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.8% | -0.2% | -0.6% | -0.9% |
| 30D | +15.6% | -11.1% | +26.6% | +14.5% |
| 3M | +14.3% | -13.0% | +27.3% | +13.3% |
| 6M | +17.0% | -16.2% | +33.2% | +17.2% |
| YTD | +47.4% | -8.7% | +56.2% | +43.7% |
| 1Y | +52.4% | -3.8% | +56.2% | +49.1% |
| All | +52.4% | -2.3% | +54.7% | +49.1% |
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