+398.1%
COR vs TXT
+98.4%
+299.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +1.5% | -11.1% | +12.6% | +4.6% |
| 3M | +18.7% | -13.0% | +31.7% | +22.6% |
| 6M | -9.0% | -16.2% | +7.2% | -5.4% |
| YTD | -3.3% | -8.7% | +5.4% | -2.0% |
| 1Y | +9.8% | -3.8% | +13.6% | +9.5% |
| 3Y | +87.4% | +5.5% | +81.8% | +77.8% |
| 5Y | +180.5% | +12.3% | +168.2% | +155.0% |
| 10Y | +398.1% | +97.4% | +300.7% | +229.7% |
| All | +398.1% | +98.4% | +299.7% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling