+1,458.7%
ET vs TXT
+114.4%
+1,344.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.9% | -4.8% | +5.7% | +2.3% |
| 30D | +7.5% | -10.6% | +18.1% | +10.9% |
| 3M | +11.4% | -13.2% | +24.6% | +15.5% |
| 6M | +18.5% | -20.3% | +38.9% | +25.6% |
| YTD | +37.4% | -9.3% | +46.6% | +39.7% |
| 1Y | +30.9% | -2.7% | +33.6% | +30.1% |
| 3Y | +98.7% | +1.4% | +97.4% | +92.5% |
| 5Y | +230.7% | +9.6% | +221.2% | +209.4% |
| 10Y | +175.6% | +94.9% | +80.7% | +113.1% |
| All | +1,458.7% | +114.4% | +1,344.3% | +882.4% |
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 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