+44.0%
EAT vs TXT
-1.0%
+45.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +1.7% |
| 30D | +1.9% | -10.6% | +12.5% | +5.9% |
| 3M | +68.7% | -13.2% | +81.8% | +75.9% |
| 6M | +66.9% | -20.3% | +87.2% | +77.5% |
| YTD | +60.4% | -9.3% | +69.7% | +63.0% |
| 1Y | +44.0% | -2.7% | +46.7% | +40.1% |
| All | +44.0% | -1.0% | +45.0% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling