+101.8%
TXT vs COO
+40.7%
+61.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.1% |
| 7D | -3.5% | +4.3% | -7.8% | -5.5% |
| 30D | +15.2% | +17.6% | -2.4% | +6.9% |
| 3M | -4.5% | -13.9% | +9.4% | +1.2% |
| 6M | -6.1% | +6.6% | -12.7% | -10.8% |
| YTD | -2.0% | -22.0% | +20.0% | +8.0% |
| 1Y | +4.2% | -8.8% | +13.0% | +6.1% |
| 3Y | +14.4% | -21.5% | +35.9% | +18.8% |
| 5Y | +12.3% | -41.0% | +53.3% | +33.5% |
| 10Y | +101.8% | +40.9% | +60.9% | +84.8% |
| All | +101.8% | +40.7% | +61.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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