+21.2%
EXE vs TXT
+10.4%
+10.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -2.2% | +13.3% | -15.5% | -4.2% |
| 3M | -5.9% | -5.0% | -0.9% | -5.1% |
| 6M | -5.7% | -8.4% | +2.7% | -4.5% |
| YTD | -17.8% | -4.0% | -13.9% | -18.2% |
| 1Y | -23.1% | +2.8% | -25.9% | -25.0% |
| 3Y | +21.2% | +10.3% | +10.9% | +6.0% |
| All | +21.2% | +10.4% | +10.8% | +6.0% |
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