+163.1%
ET vs TXT
+89.4%
+73.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -2.5% | +13.3% | -15.8% | -7.8% |
| 3M | -4.9% | -5.0% | +0.1% | -3.4% |
| 6M | -0.1% | -8.4% | +8.3% | +2.2% |
| YTD | +26.2% | -4.0% | +30.2% | +25.2% |
| 1Y | +25.2% | +2.8% | +22.4% | +20.3% |
| 3Y | +84.2% | +10.3% | +73.9% | +66.6% |
| 5Y | +216.1% | +9.2% | +206.9% | +180.1% |
| All | +163.1% | +89.4% | +73.7% | +80.4% |
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