+141.3%
ED vs TXT
+103.6%
+37.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +12.4% | +17.1% | -4.6% | +9.8% |
| 3M | +13.1% | -2.6% | +15.8% | +13.4% |
| 6M | +14.1% | -4.6% | +18.6% | +14.5% |
| YTD | +23.1% | -0.3% | +23.4% | +22.3% |
| 1Y | +25.4% | +5.9% | +19.5% | +23.5% |
| 3Y | +47.9% | +14.4% | +33.5% | +42.2% |
| 5Y | +81.9% | +15.9% | +66.0% | +72.3% |
| 10Y | +141.3% | +99.6% | +41.7% | +86.3% |
| All | +141.3% | +103.6% | +37.6% | +86.3% |
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