+382.0%
EAT vs TXT
+98.4%
+283.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -1.2% | -11.1% | +9.9% | +7.3% |
| 3M | +52.2% | -13.0% | +65.2% | +66.1% |
| 6M | +65.0% | -16.2% | +81.2% | +85.1% |
| YTD | +55.0% | -8.7% | +63.7% | +61.6% |
| 1Y | +42.1% | -3.8% | +45.8% | +41.7% |
| 3Y | +614.7% | +5.5% | +609.2% | +536.9% |
| 5Y | +322.7% | +12.3% | +310.5% | +255.6% |
| 10Y | +382.0% | +97.4% | +284.6% | +142.6% |
| All | +382.0% | +98.4% | +283.6% | +142.6% |
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