+186.1%
COR vs TXT
+10.4%
+175.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -4.8% | +7.6% | +3.4% |
| 30D | +4.5% | -10.6% | +15.1% | +6.1% |
| 3M | +22.7% | -13.2% | +35.8% | +24.8% |
| 6M | -9.7% | -20.3% | +10.6% | -7.1% |
| YTD | -1.4% | -9.3% | +7.8% | -0.7% |
| 1Y | +13.9% | -2.7% | +16.6% | +13.4% |
| 3Y | +94.0% | +1.4% | +92.6% | +88.9% |
| All | +186.1% | +10.4% | +175.8% | +165.3% |
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