-34.1%
CORZ vs TXT
+4.2%
-38.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.2% | +5.9% | +7.3% |
| 7D | +1.7% | -3.5% | +5.2% | +3.0% |
| 30D | -17.5% | +15.2% | -32.6% | -22.3% |
| 3M | -39.5% | -4.5% | -35.0% | -37.6% |
| 6M | -44.5% | -6.1% | -38.4% | -42.7% |
| YTD | -12.6% | -2.0% | -10.7% | -15.9% |
| All | -34.1% | +4.2% | -38.2% | -40.0% |
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