+173.7%
ET vs TXT
+100.3%
+73.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +5.3% | -10.4% | +15.7% | +10.2% |
| 3M | +15.6% | -14.3% | +30.0% | +22.6% |
| 6M | +20.6% | -15.1% | +35.7% | +27.7% |
| YTD | +38.5% | -8.3% | +46.8% | +40.9% |
| 1Y | +35.7% | -0.7% | +36.4% | +32.7% |
| 3Y | +98.4% | +6.0% | +92.4% | +82.8% |
| 5Y | +245.3% | +12.5% | +232.8% | +200.8% |
| 10Y | +173.7% | +103.2% | +70.6% | +45.8% |
| All | +173.7% | +100.3% | +73.5% | +45.8% |
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 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