+24.9%
ESI vs TXT
+9.2%
+15.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.2% |
| 7D | -6.6% | +10.6% | -17.2% | -9.9% |
| 30D | -10.9% | +14.4% | -25.3% | -15.4% |
| 3M | -13.8% | -2.7% | -11.1% | -11.9% |
| 6M | -21.5% | -4.7% | -16.9% | -19.0% |
| YTD | +34.7% | -0.5% | +35.2% | +29.3% |
| 1Y | +24.9% | +8.7% | +16.2% | -1.3% |
| All | +24.9% | +9.2% | +15.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling