+15.6%
CRCL vs TXT
+6.5%
+9.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -5.8% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +44.3% | -11.1% | +55.3% | +45.6% |
| 3M | +16.5% | -13.0% | +29.5% | +18.1% |
| 6M | -5.6% | -16.2% | +10.6% | -3.9% |
| YTD | +21.3% | -8.7% | +30.0% | +16.1% |
| 1Y | -14.5% | -3.8% | -10.7% | -21.4% |
| All | +15.6% | +6.5% | +9.1% | +102.9% |
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 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