+97.5%
CSCO vs TXT
+10.4%
+87.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -15.8% | +13.3% | -29.2% | -18.7% |
| 3M | -15.4% | -5.0% | -10.4% | -14.3% |
| 6M | -5.4% | -8.4% | +3.0% | -3.5% |
| YTD | +26.5% | -4.0% | +30.4% | +26.0% |
| 1Y | +25.9% | +2.8% | +23.1% | +22.6% |
| 3Y | +97.5% | +10.3% | +87.3% | +77.3% |
| All | +97.5% | +10.4% | +87.1% | +77.3% |
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