+349.8%
EAT vs TXT
+115.3%
+234.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -3.1% |
| 7D | -3.9% | -3.5% | -0.4% | -1.5% |
| 30D | +5.0% | +15.2% | -10.2% | -6.2% |
| 3M | -9.6% | -4.5% | -5.2% | -7.8% |
| 6M | +46.8% | -6.1% | +52.9% | +49.6% |
| YTD | +41.8% | -2.0% | +43.8% | +38.8% |
| 1Y | +98.3% | +4.2% | +94.1% | +85.2% |
| 3Y | +503.1% | +14.4% | +488.7% | +401.8% |
| 5Y | +356.7% | +12.3% | +344.3% | +281.4% |
| 10Y | +349.8% | +101.8% | +248.0% | +107.5% |
| All | +349.8% | +115.3% | +234.4% | +107.5% |
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