+310.8%
EAT vs TXT
+89.4%
+221.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.9% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -2.9% | +13.3% | -16.2% | -12.2% |
| 3M | -16.9% | -5.0% | -11.9% | -15.1% |
| 6M | +57.0% | -8.4% | +65.4% | +62.8% |
| YTD | +38.2% | -4.0% | +42.2% | +37.1% |
| 1Y | +69.3% | +2.8% | +66.5% | +59.5% |
| 3Y | +483.0% | +10.3% | +472.7% | +398.1% |
| 5Y | +364.1% | +9.2% | +355.0% | +295.6% |
| All | +310.8% | +89.4% | +221.4% | +101.8% |
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