+42.1%
EAT vs TXT
-2.3%
+44.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -1.2% | -11.1% | +9.9% | +3.0% |
| 3M | +52.2% | -13.0% | +65.2% | +58.8% |
| 6M | +65.0% | -16.2% | +81.2% | +73.4% |
| YTD | +55.0% | -8.7% | +63.7% | +57.1% |
| 1Y | +42.1% | -3.8% | +45.8% | +37.5% |
| All | +42.1% | -2.3% | +44.4% | +37.5% |
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 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