+760.1%
COST vs TXT
+89.4%
+670.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +12.8% | +13.3% | -0.5% | +9.8% |
| 3M | +15.2% | -5.0% | +20.1% | +16.1% |
| 6M | +7.4% | -8.4% | +15.8% | +8.7% |
| YTD | +29.0% | -4.0% | +33.0% | +28.9% |
| 1Y | +20.3% | +2.8% | +17.5% | +18.4% |
| 3Y | +99.0% | +10.3% | +88.7% | +90.1% |
| 5Y | +125.7% | +9.2% | +116.5% | +113.3% |
| All | +760.1% | +89.4% | +670.7% | +605.9% |
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