+78.2%
ECL vs TXT
+10.4%
+67.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | +7.5% | +13.3% | -5.9% | +3.8% |
| 3M | +12.2% | -5.0% | +17.2% | +13.5% |
| 6M | +24.6% | -8.4% | +33.0% | +26.8% |
| YTD | +18.8% | -4.0% | +22.7% | +19.2% |
| 1Y | +19.3% | +2.8% | +16.5% | +17.8% |
| 3Y | +78.2% | +10.3% | +67.9% | +69.5% |
| All | +78.2% | +10.4% | +67.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling