+6,438.2%
EW vs TXT
+247.3%
+6,190.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -4.8% | +4.4% | +0.5% |
| 30D | +1.0% | -10.6% | +11.7% | +3.1% |
| 3M | +2.8% | -13.2% | +16.0% | +5.3% |
| 6M | +5.5% | -20.3% | +25.8% | +9.6% |
| YTD | +5.5% | -9.3% | +14.7% | +6.8% |
| 1Y | +11.0% | -2.7% | +13.7% | +10.9% |
| 3Y | +17.7% | +1.4% | +16.3% | +15.1% |
| 5Y | -25.7% | +9.6% | -35.3% | -29.0% |
| 10Y | +132.8% | +94.9% | +37.9% | +93.0% |
| All | +6,438.2% | +247.3% | +6,190.9% | +4,215.3% |
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