+236.1%
EW vs TXT
+103.6%
+132.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | +9.3% | -1.1% | +10.3% | +9.5% |
| 30D | +22.1% | +17.1% | +5.0% | +16.7% |
| 3M | +13.0% | -2.6% | +15.7% | +13.5% |
| 6M | +30.1% | -4.6% | +34.6% | +30.9% |
| YTD | +22.0% | -0.3% | +22.3% | +20.8% |
| 1Y | +23.7% | +5.9% | +17.8% | +20.3% |
| 3Y | +62.0% | +14.4% | +47.6% | +50.3% |
| 5Y | -12.4% | +15.9% | -28.3% | -20.6% |
| 10Y | +236.1% | +99.6% | +136.5% | +182.8% |
| All | +236.1% | +103.6% | +132.4% | +182.8% |
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