+3.5%
COR vs TXT
+9.2%
-5.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.2% | +4.0% |
| 7D | +9.1% | +10.6% | -1.5% | +8.4% |
| 30D | +12.4% | +14.4% | -2.0% | +11.4% |
| 3M | +15.8% | -2.7% | +18.6% | +15.6% |
| 6M | +17.1% | -4.7% | +21.7% | +16.6% |
| YTD | +5.4% | -0.5% | +6.0% | +4.0% |
| 1Y | +3.5% | +8.7% | -5.2% | +0.6% |
| All | +3.5% | +9.2% | -5.6% | +0.6% |
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 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