+1,261.0%
ES vs TXT
+2,214.4%
-953.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +8.2% | +13.3% | -5.0% | +6.0% |
| 3M | +0.6% | -5.1% | +5.7% | +1.3% |
| 6M | +6.0% | -7.1% | +13.1% | +6.9% |
| YTD | +9.3% | -3.2% | +12.5% | +9.3% |
| 1Y | +1.1% | +2.3% | -1.2% | +0.2% |
| 3Y | +51.9% | +11.1% | +40.8% | +47.6% |
| 5Y | +6.5% | +10.0% | -3.6% | +2.7% |
| 10Y | +94.8% | +91.1% | +3.7% | +65.0% |
| All | +1,261.0% | +2,214.4% | -953.4% | +592.7% |
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