+238.2%
ET vs TXT
+12.6%
+225.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +6.9% | -11.1% | +17.9% | +10.7% |
| 3M | +13.1% | -13.0% | +26.1% | +17.4% |
| 6M | +18.7% | -16.2% | +34.9% | +24.4% |
| YTD | +37.4% | -8.7% | +46.2% | +39.1% |
| 1Y | +34.8% | -3.8% | +38.6% | +33.4% |
| 3Y | +96.8% | +5.5% | +91.3% | +81.5% |
| 5Y | +238.2% | +12.3% | +225.9% | +193.5% |
| All | +238.2% | +12.6% | +225.6% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling