+197.7%
ECL vs TXT
+115.3%
+82.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.1% |
| 7D | -0.5% | -3.5% | +3.0% | +0.9% |
| 30D | +8.8% | +15.2% | -6.3% | +2.7% |
| 3M | +7.8% | -4.5% | +12.3% | +9.4% |
| 6M | +21.3% | -6.1% | +27.4% | +23.3% |
| YTD | +17.8% | -2.0% | +19.7% | +17.2% |
| 1Y | +21.1% | +4.2% | +16.9% | +17.5% |
| 3Y | +80.1% | +14.4% | +65.7% | +63.8% |
| 5Y | +40.5% | +12.3% | +28.2% | +26.6% |
| 10Y | +197.7% | +101.8% | +95.9% | +87.7% |
| All | +197.7% | +115.3% | +82.4% | +87.7% |
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