+216.7%
CTVA vs TXT
+71.2%
+145.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.7% |
| 7D | -4.5% | +2.5% | -7.0% | -5.6% |
| 30D | +11.3% | -8.9% | +20.2% | +15.7% |
| 3M | +12.3% | -13.6% | +25.9% | +19.0% |
| 6M | +7.2% | -13.1% | +20.3% | +12.7% |
| YTD | +26.0% | -7.0% | +33.0% | +27.9% |
| 1Y | +16.0% | -1.4% | +17.4% | +14.2% |
| 3Y | +73.9% | +7.0% | +67.0% | +61.4% |
| 5Y | +103.8% | +15.4% | +88.4% | +77.7% |
| All | +216.7% | +71.2% | +145.5% | +95.9% |
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