+55.2%
EWT vs TXT
+9.2%
+46.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | -10.9% | +10.6% | -21.5% | -13.0% |
| 30D | -17.7% | +14.4% | -32.1% | -20.6% |
| 3M | -5.0% | -2.7% | -2.3% | -3.3% |
| 6M | +7.4% | -4.7% | +12.1% | +10.1% |
| YTD | +52.8% | -0.5% | +53.3% | +56.0% |
| 1Y | +55.2% | +8.7% | +46.5% | +52.3% |
| All | +55.2% | +9.2% | +46.0% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling