+2,207.4%
ED vs TXT
+2,070.1%
+137.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -4.8% | +4.6% | +0.4% |
| 30D | -0.1% | -10.6% | +10.5% | +1.3% |
| 3M | +3.9% | -13.2% | +17.1% | +5.7% |
| 6M | -3.0% | -20.3% | +17.3% | -0.4% |
| YTD | +10.7% | -9.3% | +19.9% | +11.6% |
| 1Y | +13.3% | -2.7% | +16.0% | +13.2% |
| 3Y | +34.5% | +1.4% | +33.1% | +32.4% |
| 5Y | +67.1% | +9.6% | +57.6% | +61.4% |
| 10Y | +103.0% | +94.9% | +8.1% | +74.1% |
| All | +2,207.4% | +2,070.1% | +137.3% | +963.3% |
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 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