+3,388.4%
CSGP vs TXT
+217.3%
+3,171.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +13.9% | -2.5% | +16.4% | +14.8% |
| 30D | +16.0% | +12.8% | +3.2% | +11.6% |
| 3M | +6.1% | -3.6% | +9.7% | +7.0% |
| 6M | -8.2% | -6.9% | -1.2% | -7.0% |
| YTD | -52.3% | -2.2% | -50.2% | -52.8% |
| 1Y | -54.5% | +6.3% | -60.8% | -56.1% |
| 3Y | -58.6% | +10.3% | -68.8% | -60.8% |
| 5Y | -61.5% | +10.6% | -72.1% | -63.9% |
| 10Y | +74.7% | +121.0% | -46.3% | +22.6% |
| All | +3,388.4% | +217.3% | +3,171.1% | +1,539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling