+3,014.5%
EQT vs TXT
+2,092.6%
+922.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +1.0% | -10.4% | +11.5% | +4.1% |
| 3M | +4.0% | -14.3% | +18.4% | +8.2% |
| 6M | -11.7% | -15.1% | +3.4% | -8.2% |
| YTD | +2.8% | -8.3% | +11.1% | +4.2% |
| 1Y | +10.0% | -0.7% | +10.7% | +8.8% |
| 3Y | +34.1% | +6.0% | +28.2% | +28.4% |
| 5Y | +195.3% | +12.5% | +182.8% | +177.4% |
| 10Y | +51.6% | +103.2% | -51.6% | +14.5% |
| All | +3,014.5% | +2,092.6% | +922.0% | +1,287.8% |
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