+420.1%
CORZ vs TXT
-4.0%
+424.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +8.4% | -4.8% | +13.1% | +11.7% |
| 30D | -17.8% | -10.6% | -7.2% | -11.9% |
| 3M | -35.9% | -13.2% | -22.7% | -30.3% |
| 6M | +12.9% | -20.3% | +33.3% | +29.1% |
| YTD | +22.9% | -9.3% | +32.1% | +27.9% |
| 1Y | +31.4% | -2.7% | +34.0% | +29.3% |
| All | +420.1% | -4.0% | +424.0% | +408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling