+604.2%
COST vs TXT
+103.1%
+501.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.4% | -10.2% | +5.8% | -2.4% |
| 3M | -8.1% | -13.3% | +5.2% | -5.7% |
| 6M | -9.2% | -14.4% | +5.1% | -6.8% |
| YTD | +5.1% | -9.1% | +14.2% | +6.4% |
| 1Y | -5.1% | -2.2% | -2.9% | -5.6% |
| 3Y | +70.4% | +5.1% | +65.3% | +64.6% |
| 5Y | +104.7% | +12.8% | +91.9% | +93.0% |
| All | +604.2% | +103.1% | +501.1% | +480.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling