+143.0%
ED vs TXT
+90.9%
+52.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +10.7% | +13.3% | -2.6% | +8.6% |
| 3M | +11.6% | -5.1% | +16.8% | +12.3% |
| 6M | +13.5% | -7.1% | +20.6% | +14.3% |
| YTD | +23.1% | -3.2% | +26.3% | +22.9% |
| 1Y | +23.1% | +2.3% | +20.8% | +21.8% |
| 3Y | +47.9% | +11.1% | +36.9% | +42.9% |
| 5Y | +83.9% | +10.0% | +73.9% | +75.6% |
| All | +143.0% | +90.9% | +52.1% | +88.3% |
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 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