-31.9%
CORZ vs TXT
+5.9%
-37.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.6% |
| 7D | -7.8% | -1.1% | -6.7% | -7.4% |
| 30D | -14.8% | +17.1% | -31.9% | -20.3% |
| 3M | -32.5% | -2.6% | -29.8% | -30.9% |
| 6M | -42.7% | -4.6% | -38.2% | -41.2% |
| YTD | -9.8% | -0.3% | -9.5% | -13.7% |
| 1Y | -31.9% | +5.9% | -37.8% | -38.4% |
| All | -31.9% | +5.9% | -37.8% | -38.4% |
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