+10,358.7%
EAT vs TXT
+2,193.3%
+8,165.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.1% |
| 7D | -2.6% | -2.5% | -0.1% | -1.7% |
| 30D | +11.5% | +14.4% | -2.9% | +5.2% |
| 3M | -9.1% | -4.9% | -4.2% | -7.8% |
| 6M | +40.4% | -10.2% | +50.6% | +44.9% |
| YTD | +43.9% | -4.1% | +48.0% | +44.3% |
| 1Y | +101.9% | +4.0% | +98.0% | +96.0% |
| 3Y | +489.9% | +8.0% | +481.9% | +457.6% |
| 5Y | +362.6% | +8.4% | +354.2% | +340.0% |
| 10Y | +385.7% | +116.6% | +269.1% | +263.9% |
| All | +10,358.7% | +2,193.3% | +8,165.4% | +2,730.0% |
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