+62.7%
CVS vs TXT
+98.8%
-36.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +12.0% | -0.8% | +12.8% | +12.2% |
| 30D | +2.8% | +13.4% | -10.6% | -1.2% |
| 3M | -3.6% | -2.5% | -1.0% | -3.2% |
| 6M | -1.6% | -6.2% | +4.6% | -0.5% |
| YTD | +16.3% | -1.3% | +17.6% | +15.2% |
| 1Y | +15.5% | +4.3% | +11.2% | +12.5% |
| 3Y | +48.1% | +13.2% | +34.9% | +38.2% |
| 5Y | +12.3% | +12.4% | -0.1% | +3.0% |
| 10Y | +62.7% | +94.8% | -32.1% | +15.3% |
| All | +62.7% | +98.8% | -36.1% | +15.3% |
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