+241.9%
CORZ vs TXT
+1.5%
+240.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +4.4% |
| 7D | -11.2% | -2.5% | -8.7% | -10.1% |
| 30D | -26.2% | +14.4% | -40.6% | -32.4% |
| 3M | -44.1% | -4.9% | -39.2% | -42.7% |
| 6M | -52.3% | -10.2% | -42.0% | -49.4% |
| YTD | -19.2% | -4.1% | -15.1% | -19.2% |
| 1Y | -42.9% | +4.0% | -46.8% | -46.0% |
| All | +241.9% | +1.5% | +240.4% | +221.5% |
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