+318.5%
ESI vs TXT
+89.4%
+229.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -7.8% | +13.3% | -21.1% | -14.9% |
| 3M | -15.0% | -5.0% | -10.0% | -13.3% |
| 6M | -24.9% | -8.4% | -16.5% | -22.0% |
| YTD | +33.2% | -4.0% | +37.2% | +33.3% |
| 1Y | +24.9% | +2.8% | +22.1% | +20.1% |
| 3Y | +77.8% | +10.3% | +67.5% | +62.0% |
| 5Y | +37.1% | +9.2% | +28.0% | +25.0% |
| All | +318.5% | +89.4% | +229.1% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling