+195.6%
EQT vs TXT
+11.6%
+184.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +1.1% | -10.2% | +11.3% | +5.3% |
| 3M | +4.8% | -13.3% | +18.1% | +10.1% |
| 6M | -10.6% | -14.4% | +3.8% | -6.1% |
| YTD | +3.4% | -9.1% | +12.5% | +5.0% |
| 1Y | +8.7% | -2.2% | +10.8% | +6.2% |
| 3Y | +35.0% | +5.1% | +29.9% | +20.8% |
| All | +195.6% | +11.6% | +184.0% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling