+105.1%
CTVA vs TXT
+13.4%
+91.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | +0.8% | -6.6% | -6.1% |
| 30D | +11.1% | -10.4% | +21.5% | +15.6% |
| 3M | +13.2% | -14.3% | +27.6% | +19.4% |
| 6M | +8.7% | -15.1% | +23.8% | +14.6% |
| YTD | +27.3% | -8.3% | +35.6% | +29.4% |
| 1Y | +18.0% | -0.7% | +18.7% | +15.6% |
| 3Y | +76.5% | +6.0% | +70.5% | +64.5% |
| 5Y | +105.1% | +12.5% | +92.6% | +78.7% |
| All | +105.1% | +13.4% | +91.7% | +78.7% |
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