+26.4%
ET vs TXT
+9.2%
+17.2%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.5% |
| 7D | -6.0% | +10.6% | -16.7% | -5.9% |
| 30D | -6.1% | +14.4% | -20.5% | -5.9% |
| 3M | -2.7% | -2.7% | +0.1% | -2.9% |
| 6M | +0.2% | -4.7% | +4.9% | -0.2% |
| YTD | +24.3% | -0.5% | +24.9% | +25.0% |
| 1Y | +26.4% | +8.7% | +17.7% | +30.5% |
| All | +26.4% | +9.2% | +17.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling