+153.2%
ECL vs TXT
+98.4%
+54.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -2.5% | -11.1% | +8.6% | +2.0% |
| 3M | +8.3% | -13.0% | +21.3% | +13.9% |
| 6M | -1.1% | -16.2% | +15.1% | +5.4% |
| YTD | +6.5% | -8.7% | +15.2% | +9.4% |
| 1Y | +2.1% | -3.8% | +5.9% | +2.5% |
| 3Y | +57.6% | +5.5% | +52.1% | +48.4% |
| 5Y | +28.1% | +12.3% | +15.8% | +15.7% |
| 10Y | +153.2% | +97.4% | +55.8% | +61.2% |
| All | +153.2% | +98.4% | +54.8% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling