+2,158.9%
TXT vs COO
+5,356.1%
-3,197.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -2.5% | +4.7% | -7.2% | -3.0% |
| 30D | +14.4% | +13.9% | +0.5% | +12.7% |
| 3M | -4.9% | -14.9% | +10.0% | -3.4% |
| 6M | -10.2% | +2.0% | -12.2% | -10.7% |
| YTD | -4.1% | -23.9% | +19.8% | -1.5% |
| 1Y | +4.0% | -9.6% | +13.6% | +4.7% |
| 3Y | +8.0% | -25.4% | +33.4% | +10.4% |
| 5Y | +8.4% | -41.2% | +49.6% | +13.4% |
| 10Y | +116.6% | +42.1% | +74.5% | +109.8% |
| All | +2,158.9% | +5,356.1% | -3,197.2% | +1,746.4% |
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