+197.1%
ESI vs TXT
+208.0%
-10.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +3.8% |
| 7D | -3.5% | -3.5% | +0.1% | -1.3% |
| 30D | -9.3% | +15.2% | -24.4% | -17.1% |
| 3M | -12.8% | -4.5% | -8.3% | -11.3% |
| 6M | -24.6% | -6.1% | -18.5% | -22.8% |
| YTD | +32.7% | -2.0% | +34.7% | +31.3% |
| 1Y | +20.3% | +4.2% | +16.1% | +14.8% |
| 3Y | +80.2% | +14.4% | +65.8% | +61.0% |
| 5Y | +40.0% | +12.3% | +27.6% | +25.8% |
| 10Y | +310.8% | +101.8% | +208.9% | +148.2% |
| All | +197.1% | +208.0% | -10.9% | +67.8% |
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 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