+323.5%
CORZ vs TXT
+4.4%
+319.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.5% |
| 7D | +14.2% | -0.8% | +15.0% | +14.8% |
| 30D | -3.0% | +13.4% | -16.4% | -10.4% |
| 3M | -26.3% | -2.5% | -23.7% | -25.3% |
| 6M | -36.5% | -6.2% | -30.3% | -34.5% |
| YTD | +0.1% | -1.3% | +1.4% | -1.5% |
| 1Y | -15.9% | +4.3% | -20.2% | -20.3% |
| All | +323.5% | +4.4% | +319.1% | +292.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling