+4,560.7%
COP vs TXT
+2,193.3%
+2,367.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -11.5% | -2.5% | -9.0% | -10.9% |
| 30D | +5.0% | +14.4% | -9.4% | +0.3% |
| 3M | +17.5% | -4.9% | +22.4% | +18.7% |
| 6M | +16.2% | -10.2% | +26.4% | +18.8% |
| YTD | +48.8% | -4.1% | +52.9% | +47.8% |
| 1Y | +64.1% | +4.0% | +60.1% | +58.9% |
| 3Y | +25.7% | +8.0% | +17.7% | +19.1% |
| 5Y | +114.4% | +8.4% | +105.9% | +100.6% |
| 10Y | +331.7% | +116.6% | +215.1% | +222.4% |
| All | +4,560.7% | +2,193.3% | +2,367.4% | +1,702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling