+199.8%
EWT vs TXT
+5.5%
+194.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +9.4% | -10.4% | +19.8% | +13.5% |
| 3M | +10.9% | -14.3% | +25.2% | +16.7% |
| 6M | +57.9% | -15.1% | +73.0% | +66.3% |
| YTD | +75.9% | -8.3% | +84.2% | +80.1% |
| 1Y | +89.7% | -0.7% | +90.4% | +88.6% |
| All | +199.8% | +5.5% | +194.3% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling