+13,805.6%
ECL vs TXT
+2,193.3%
+11,612.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -0.8% | -2.5% | +1.8% | -0.1% |
| 30D | +8.1% | +14.4% | -6.3% | +4.1% |
| 3M | +6.4% | -4.9% | +11.3% | +7.5% |
| 6M | +14.8% | -10.2% | +25.0% | +17.6% |
| YTD | +15.5% | -4.1% | +19.6% | +15.9% |
| 1Y | +20.1% | +4.0% | +16.2% | +18.0% |
| 3Y | +77.8% | +8.0% | +69.8% | +70.3% |
| 5Y | +37.9% | +8.4% | +29.4% | +31.2% |
| 10Y | +202.7% | +116.6% | +86.0% | +129.0% |
| All | +13,805.6% | +2,193.3% | +11,612.3% | +4,962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling