+1,334.3%
ET vs TXT
+135.5%
+1,198.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -3.1% | +17.1% | -20.1% | -7.7% |
| 3M | -3.9% | -2.6% | -1.3% | -3.6% |
| 6M | +4.0% | -4.6% | +8.6% | +4.5% |
| YTD | +26.4% | -0.3% | +26.7% | +24.6% |
| 1Y | +24.9% | +5.9% | +19.0% | +20.9% |
| 3Y | +85.2% | +14.4% | +70.8% | +72.7% |
| 5Y | +218.3% | +15.9% | +202.4% | +192.3% |
| 10Y | +172.0% | +99.6% | +72.4% | +107.0% |
| All | +1,334.3% | +135.5% | +1,198.8% | +776.6% |
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