+104.4%
COST vs TXT
+13.4%
+91.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -5.3% | -10.4% | +5.2% | -2.6% |
| 3M | -6.7% | -14.3% | +7.7% | -3.2% |
| 6M | -9.9% | -15.1% | +5.2% | -6.7% |
| YTD | +5.1% | -8.3% | +13.4% | +6.3% |
| 1Y | -7.3% | -0.7% | -6.6% | -8.7% |
| 3Y | +70.4% | +6.0% | +64.4% | +58.9% |
| 5Y | +104.4% | +12.5% | +91.9% | +83.8% |
| All | +104.4% | +13.4% | +91.0% | +83.8% |
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 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