+174.8%
EXE vs TXT
+62.9%
+111.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -0.4% | -10.4% | +10.1% | +3.3% |
| 3M | +9.5% | -14.3% | +23.8% | +14.8% |
| 6M | -9.3% | -15.1% | +5.8% | -5.1% |
| YTD | -10.9% | -8.3% | -2.6% | -9.9% |
| 1Y | +4.3% | -0.7% | +5.0% | +1.9% |
| 3Y | +18.8% | +6.0% | +12.8% | +9.3% |
| 5Y | +101.4% | +12.5% | +88.9% | +74.8% |
| All | +174.8% | +62.9% | +111.9% | +115.7% |
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 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