+304.9%
ESI vs TXT
+103.6%
+201.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | -6.6% | -1.1% | -5.6% | -6.0% |
| 30D | -9.8% | +17.1% | -26.9% | -18.4% |
| 3M | -11.9% | -2.6% | -9.3% | -11.4% |
| 6M | -25.1% | -4.6% | -20.5% | -24.0% |
| YTD | +31.9% | -0.3% | +32.2% | +29.2% |
| 1Y | +19.2% | +5.9% | +13.3% | +12.7% |
| 3Y | +76.2% | +14.4% | +61.8% | +57.2% |
| 5Y | +39.4% | +15.9% | +23.5% | +22.9% |
| 10Y | +304.9% | +99.6% | +205.3% | +185.0% |
| All | +304.9% | +103.6% | +201.2% | +185.0% |
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