+239.8%
EW vs TXT
+115.3%
+124.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | +12.3% | -3.5% | +15.8% | +13.3% |
| 30D | +22.9% | +15.2% | +7.7% | +18.1% |
| 3M | +16.7% | -4.5% | +21.2% | +17.8% |
| 6M | +31.0% | -6.1% | +37.1% | +32.4% |
| YTD | +22.8% | -2.0% | +24.8% | +22.1% |
| 1Y | +25.6% | +4.2% | +21.4% | +22.7% |
| 3Y | +62.0% | +14.4% | +47.6% | +50.2% |
| 5Y | -12.8% | +12.3% | -25.1% | -20.2% |
| 10Y | +239.8% | +101.8% | +137.9% | +188.0% |
| All | +239.8% | +115.3% | +124.4% | +188.0% |
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