+39.4%
CSCO vs TXT
+4.2%
+35.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.9% |
| 7D | -2.9% | -3.5% | +0.6% | -2.6% |
| 30D | -16.7% | +15.2% | -31.8% | -18.0% |
| 3M | -18.4% | -4.5% | -14.0% | -17.6% |
| 6M | +2.9% | -6.1% | +9.0% | +4.0% |
| YTD | +30.4% | -2.0% | +32.4% | +31.0% |
| All | +39.4% | +4.2% | +35.2% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling