+330.5%
CSCO vs TXT
+98.8%
+231.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -2.8% | -0.8% | -1.9% | -2.4% |
| 30D | -12.6% | +13.4% | -26.0% | -16.8% |
| 3M | -16.0% | -2.5% | -13.5% | -15.6% |
| 6M | +2.8% | -6.2% | +9.0% | +4.3% |
| YTD | +33.2% | -1.3% | +34.6% | +31.6% |
| 1Y | +43.1% | +4.3% | +38.8% | +38.4% |
| 3Y | +106.7% | +13.2% | +93.5% | +89.8% |
| 5Y | +103.6% | +12.4% | +91.2% | +83.9% |
| 10Y | +330.5% | +94.8% | +235.7% | +207.5% |
| All | +330.5% | +98.8% | +231.7% | +207.5% |
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