+10,204.8%
EAT vs TXT
+2,244.6%
+7,960.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.4% |
| 7D | -3.9% | -3.5% | -0.4% | -2.6% |
| 30D | +5.0% | +15.2% | -10.2% | -1.2% |
| 3M | -9.6% | -4.5% | -5.2% | -8.5% |
| 6M | +46.8% | -6.1% | +52.9% | +48.7% |
| YTD | +41.8% | -2.0% | +43.8% | +40.9% |
| 1Y | +98.3% | +4.2% | +94.1% | +92.3% |
| 3Y | +503.1% | +14.4% | +488.7% | +457.0% |
| 5Y | +356.7% | +12.3% | +344.3% | +328.2% |
| 10Y | +349.8% | +101.8% | +248.0% | +243.6% |
| All | +10,204.8% | +2,244.6% | +7,960.2% | +2,663.1% |
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