+100.5%
ENB vs TXT
+100.3%
+0.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -1.1% | -10.4% | +9.4% | +2.4% |
| 3M | -8.5% | -14.3% | +5.9% | -4.2% |
| 6M | -4.5% | -15.1% | +10.6% | -0.1% |
| YTD | +9.1% | -8.3% | +17.4% | +10.7% |
| 1Y | +8.0% | -0.7% | +8.7% | +6.4% |
| 3Y | +77.8% | +6.0% | +71.8% | +66.8% |
| 5Y | +69.4% | +12.5% | +56.8% | +51.9% |
| 10Y | +100.5% | +103.2% | -2.7% | +31.0% |
| All | +100.5% | +100.3% | +0.2% | +31.0% |
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