+114.0%
CSCO vs TXT
+12.6%
+101.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -10.1% | -11.1% | +1.0% | -6.4% |
| 3M | -11.7% | -13.0% | +1.2% | -7.8% |
| 6M | +40.1% | -16.2% | +56.3% | +47.9% |
| YTD | +43.8% | -8.7% | +52.5% | +46.2% |
| 1Y | +66.6% | -3.8% | +70.4% | +65.6% |
| 3Y | +108.5% | +5.5% | +103.0% | +93.7% |
| 5Y | +114.0% | +12.3% | +101.7% | +87.0% |
| All | +114.0% | +12.6% | +101.4% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling