+7,328.4%
EW vs TXT
+267.0%
+7,061.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +11.0% | -2.5% | +13.5% | +11.5% |
| 30D | +19.1% | +14.4% | +4.7% | +16.0% |
| 3M | +14.4% | -4.9% | +19.3% | +15.2% |
| 6M | +22.8% | -10.2% | +33.0% | +24.7% |
| YTD | +19.8% | -4.1% | +23.9% | +20.0% |
| 1Y | +23.9% | +4.0% | +19.9% | +22.2% |
| 3Y | +52.2% | +8.0% | +44.3% | +47.1% |
| 5Y | -13.9% | +8.4% | -22.3% | -17.7% |
| 10Y | +241.9% | +116.6% | +125.3% | +178.2% |
| All | +7,328.4% | +267.0% | +7,061.4% | +4,745.7% |
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