+30.0%
ECL vs TXT
+10.4%
+19.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.6% | -4.8% | +2.2% | -0.7% |
| 30D | -2.2% | -10.6% | +8.4% | +2.2% |
| 3M | +10.1% | -13.2% | +23.3% | +15.9% |
| 6M | -5.7% | -20.3% | +14.6% | +2.6% |
| YTD | +7.0% | -9.3% | +16.2% | +10.0% |
| 1Y | +2.7% | -2.7% | +5.4% | +2.4% |
| 3Y | +57.7% | +1.4% | +56.3% | +48.5% |
| All | +30.0% | +10.4% | +19.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling