+502.6%
EWT vs TXT
+103.1%
+399.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +4.8% | -10.2% | +15.0% | +8.0% |
| 3M | +11.1% | -13.3% | +24.4% | +15.6% |
| 6M | +54.6% | -14.4% | +69.0% | +61.3% |
| YTD | +71.4% | -9.1% | +80.6% | +75.4% |
| 1Y | +82.1% | -2.2% | +84.3% | +82.2% |
| 3Y | +193.2% | +5.1% | +188.2% | +183.7% |
| 5Y | +146.1% | +12.8% | +133.3% | +130.5% |
| All | +502.6% | +103.1% | +399.5% | +389.5% |
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