+41.8%
ES vs TXT
+7.8%
+34.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.5% |
| 7D | +1.9% | -2.5% | +4.4% | +2.4% |
| 30D | +7.1% | +14.4% | -7.3% | +3.9% |
| 3M | -1.9% | -4.9% | +3.0% | -1.1% |
| 6M | +4.4% | -10.2% | +14.6% | +6.3% |
| YTD | +7.3% | -4.1% | +11.4% | +7.2% |
| 1Y | +2.1% | +4.0% | -1.8% | -0.1% |
| 3Y | +41.8% | +8.0% | +33.9% | +27.2% |
| All | +41.8% | +7.8% | +34.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling