+322.1%
CORZ vs TXT
+1.6%
+320.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +23.5% | +0.1% | +23.3% | +23.4% |
| 30D | +7.5% | +13.3% | -5.9% | -0.9% |
| 3M | -26.6% | -5.0% | -21.6% | -24.7% |
| 6M | -39.5% | -8.4% | -31.1% | -36.8% |
| YTD | -0.3% | -4.0% | +3.7% | -0.3% |
| 1Y | -4.2% | +2.8% | -7.0% | -8.7% |
| All | +322.1% | +1.6% | +320.5% | +296.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling