+89.3%
CSCO vs TXT
+7.8%
+81.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -10.2% | -2.5% | -7.7% | -9.6% |
| 30D | -20.1% | +14.4% | -34.4% | -23.0% |
| 3M | -22.4% | -4.9% | -17.4% | -21.3% |
| 6M | +2.8% | -10.2% | +13.0% | +5.4% |
| YTD | +23.6% | -4.1% | +27.7% | +23.2% |
| 1Y | +34.0% | +4.0% | +30.1% | +29.9% |
| 3Y | +89.3% | +8.0% | +81.3% | +71.8% |
| All | +89.3% | +7.8% | +81.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling