+224.6%
ESI vs TXT
+185.1%
+39.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +3.3% | -4.8% | +8.1% | +6.3% |
| 30D | -5.9% | -10.6% | +4.7% | +0.4% |
| 3M | -14.1% | -13.2% | -0.9% | -7.1% |
| 6M | +6.6% | -20.3% | +26.9% | +21.1% |
| YTD | +45.0% | -9.3% | +54.3% | +51.4% |
| 1Y | +41.5% | -2.7% | +44.1% | +41.8% |
| 3Y | +78.8% | +1.4% | +77.4% | +72.7% |
| 5Y | +70.9% | +9.6% | +61.3% | +57.6% |
| 10Y | +317.1% | +94.9% | +222.2% | +159.5% |
| All | +224.6% | +185.1% | +39.5% | +93.5% |
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