+11,556.1%
EAT vs TXT
+2,070.1%
+9,486.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | 0.0% | -4.8% | +4.8% | +2.0% |
| 30D | +1.9% | -10.6% | +12.5% | +6.4% |
| 3M | +68.7% | -13.2% | +81.8% | +77.4% |
| 6M | +66.9% | -20.3% | +87.2% | +81.8% |
| YTD | +60.4% | -9.3% | +69.7% | +65.3% |
| 1Y | +44.0% | -2.7% | +46.7% | +44.0% |
| 3Y | +604.7% | +1.4% | +603.3% | +585.9% |
| 5Y | +347.0% | +9.6% | +337.5% | +325.7% |
| 10Y | +390.8% | +94.9% | +295.9% | +283.2% |
| All | +11,556.1% | +2,070.1% | +9,486.1% | +3,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling