-42.9%
CORZ vs TXT
+4.1%
-47.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +4.0% |
| 7D | -11.2% | -2.5% | -8.7% | -10.5% |
| 30D | -26.2% | +14.4% | -40.6% | -30.5% |
| 3M | -44.1% | -4.9% | -39.2% | -42.5% |
| 6M | -52.3% | -10.2% | -42.0% | -49.9% |
| YTD | -19.2% | -4.1% | -15.1% | -21.4% |
| 1Y | -42.9% | +4.0% | -46.8% | -47.4% |
| All | -42.9% | +4.1% | -47.0% | -47.4% |
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