+76.2%
ESI vs TXT
+12.6%
+63.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | -4.2% | -11.1% | +6.9% | +3.9% |
| 3M | -9.6% | -13.0% | +3.4% | -1.0% |
| 6M | +18.3% | -16.2% | +34.5% | +32.8% |
| YTD | +45.8% | -8.7% | +54.5% | +52.1% |
| 1Y | +39.2% | -3.8% | +42.9% | +39.5% |
| 3Y | +86.3% | +5.5% | +80.8% | +67.7% |
| 5Y | +76.2% | +12.3% | +63.9% | +47.6% |
| All | +76.2% | +12.6% | +63.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling