+44.1%
CSGP vs TXT
+94.9%
-50.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -4.8% | +0.7% | -2.6% |
| 30D | +2.3% | -10.6% | +12.9% | +6.0% |
| 3M | -8.2% | -13.2% | +5.0% | -4.4% |
| 6M | -35.1% | -20.3% | -14.7% | -30.8% |
| YTD | -54.0% | -9.3% | -44.8% | -53.3% |
| 1Y | -65.3% | -2.7% | -62.6% | -65.6% |
| 3Y | -62.6% | +1.4% | -63.9% | -63.9% |
| 5Y | -64.8% | +9.6% | -74.4% | -67.3% |
| All | +44.1% | +94.9% | -50.8% | +4.4% |
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 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