+475.2%
COR vs TXT
+90.9%
+384.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +2.9% | -1.1% | +3.9% | +3.1% |
| 30D | +5.8% | +13.3% | -7.4% | +2.4% |
| 3M | +11.4% | -5.1% | +16.6% | +12.6% |
| 6M | +34.5% | -7.1% | +41.6% | +36.1% |
| YTD | +4.1% | -3.2% | +7.3% | +3.7% |
| 1Y | -3.1% | +2.3% | -5.4% | -5.0% |
| 3Y | +80.9% | +11.1% | +69.8% | +69.5% |
| 5Y | +195.1% | +10.0% | +185.1% | +171.3% |
| All | +475.2% | +90.9% | +384.3% | +326.8% |
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 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