+197.5%
ECL vs TXT
+90.9%
+106.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | +6.6% | +13.3% | -6.7% | +1.2% |
| 3M | +9.6% | -5.1% | +14.7% | +11.4% |
| 6M | +21.6% | -7.1% | +28.7% | +24.1% |
| YTD | +16.9% | -3.2% | +20.1% | +16.9% |
| 1Y | +17.9% | +2.3% | +15.6% | +15.2% |
| 3Y | +76.5% | +11.1% | +65.4% | +62.4% |
| 5Y | +36.6% | +10.0% | +26.6% | +24.2% |
| All | +197.5% | +90.9% | +106.6% | +90.7% |
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