+1,296.6%
ET vs TXT
+126.6%
+1,170.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | -7.9% | -2.5% | -5.3% | -7.2% |
| 30D | -5.9% | +14.4% | -20.3% | -9.8% |
| 3M | -5.2% | -4.9% | -0.3% | -4.3% |
| 6M | +0.3% | -10.2% | +10.5% | +2.5% |
| YTD | +23.1% | -4.1% | +27.2% | +22.7% |
| 1Y | +22.7% | +4.0% | +18.8% | +19.4% |
| 3Y | +75.4% | +8.0% | +67.4% | +66.3% |
| 5Y | +202.6% | +8.4% | +194.2% | +183.2% |
| 10Y | +213.0% | +116.6% | +96.4% | +134.5% |
| All | +1,296.6% | +126.6% | +1,170.1% | +763.1% |
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