+23.4%
CRM vs TXT
-14.9%
+38.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -1.8% |
| 7D | -5.0% | +0.8% | -5.8% | -4.6% |
| 30D | +23.6% | -10.4% | +34.1% | +18.3% |
| 3M | +39.6% | -14.3% | +53.9% | +30.7% |
| 6M | +23.4% | -15.1% | +38.5% | +16.8% |
| All | +23.4% | -14.9% | +38.4% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling