+372.3%
EAT vs TXT
+7.8%
+364.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.7% |
| 7D | -2.6% | -2.5% | -0.1% | -1.2% |
| 30D | +11.5% | +14.4% | -2.9% | +1.8% |
| 3M | -9.1% | -4.9% | -4.2% | -7.0% |
| 6M | +40.4% | -10.2% | +50.6% | +47.5% |
| YTD | +43.9% | -4.1% | +48.0% | +43.4% |
| 1Y | +101.9% | +4.0% | +98.0% | +90.2% |
| 3Y | +489.9% | +8.0% | +481.9% | +413.1% |
| All | +372.3% | +7.8% | +364.5% | +294.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling