+186.4%
COP vs TXT
+10.4%
+176.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +3.0% | -4.8% | +7.8% | +4.8% |
| 30D | +17.5% | -10.6% | +28.1% | +22.2% |
| 3M | +13.4% | -13.2% | +26.5% | +18.4% |
| 6M | +17.7% | -20.3% | +38.1% | +26.7% |
| YTD | +46.6% | -9.3% | +55.8% | +48.2% |
| 1Y | +44.6% | -2.7% | +47.3% | +41.1% |
| 3Y | +20.7% | +1.4% | +19.3% | +12.0% |
| All | +186.4% | +10.4% | +176.0% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling