+7,539.9%
CP vs TXT
+2,070.1%
+5,469.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | -4.8% | +2.1% | -1.1% |
| 30D | +0.2% | -10.6% | +10.8% | +3.9% |
| 3M | +2.6% | -13.2% | +15.7% | +7.1% |
| 6M | +6.0% | -20.3% | +26.3% | +13.7% |
| YTD | +24.9% | -9.3% | +34.2% | +28.2% |
| 1Y | +20.1% | -2.7% | +22.8% | +20.2% |
| 3Y | +16.4% | +1.4% | +15.0% | +13.5% |
| 5Y | +31.7% | +9.6% | +22.2% | +23.7% |
| 10Y | +223.9% | +94.9% | +129.0% | +136.5% |
| All | +7,539.9% | +2,070.1% | +5,469.9% | +2,527.1% |
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