+271.2%
EW vs TXT
+89.4%
+181.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +23.9% | +13.3% | +10.6% | +19.6% |
| 3M | +15.8% | -5.0% | +20.7% | +17.0% |
| 6M | +31.7% | -8.4% | +40.1% | +34.0% |
| YTD | +25.7% | -4.0% | +29.7% | +25.7% |
| 1Y | +24.4% | +2.8% | +21.6% | +22.0% |
| 3Y | +65.9% | +10.3% | +55.6% | +55.4% |
| 5Y | -7.6% | +9.2% | -16.8% | -14.8% |
| All | +271.2% | +89.4% | +181.8% | +204.9% |
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