+2,037.5%
TXT vs COO
+5,988.7%
-3,951.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.8% | -2.2% | -2.6% | -4.5% |
| 30D | -10.6% | -7.0% | -3.6% | -9.9% |
| 3M | -13.2% | +12.2% | -25.4% | -14.4% |
| 6M | -20.3% | -15.1% | -5.2% | -19.0% |
| YTD | -9.3% | -15.1% | +5.8% | -7.7% |
| 1Y | -2.7% | +2.3% | -5.0% | -3.2% |
| 3Y | +1.4% | -23.7% | +25.1% | +3.6% |
| 5Y | +9.6% | -38.9% | +48.5% | +14.3% |
| 10Y | +94.9% | +49.9% | +45.0% | +87.7% |
| All | +2,037.5% | +5,988.7% | -3,951.2% | +1,629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling