+2,449.8%
ED vs TXT
+2,193.3%
+256.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.1% |
| 7D | +1.6% | -2.5% | +4.2% | +2.0% |
| 30D | +13.3% | +14.4% | -1.1% | +11.3% |
| 3M | +9.7% | -4.9% | +14.6% | +10.3% |
| 6M | +12.8% | -10.2% | +23.0% | +14.0% |
| YTD | +22.3% | -4.1% | +26.4% | +22.3% |
| 1Y | +26.3% | +4.0% | +22.3% | +25.0% |
| 3Y | +45.0% | +8.0% | +37.1% | +41.5% |
| 5Y | +80.2% | +8.4% | +71.8% | +74.1% |
| 10Y | +129.9% | +116.6% | +13.2% | +94.3% |
| All | +2,449.8% | +2,193.3% | +256.4% | +1,065.5% |
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