+2.7%
EXE vs TXT
-1.4%
+4.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.8% | -10.2% | +9.4% | -0.8% |
| 3M | +10.0% | -13.3% | +23.3% | +10.2% |
| 6M | -6.3% | -14.4% | +8.0% | -6.0% |
| YTD | -10.7% | -9.1% | -1.6% | -11.2% |
| 1Y | +2.7% | -2.2% | +4.8% | +3.4% |
| All | +2.7% | -1.4% | +4.1% | +3.4% |
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