+20.7%
EXE vs TXT
+5.7%
+15.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +6.4% | -11.1% | +17.5% | +8.7% |
| 3M | +9.2% | -13.0% | +22.2% | +11.8% |
| 6M | -7.0% | -16.2% | +9.2% | -4.1% |
| YTD | -9.5% | -8.7% | -0.7% | -9.1% |
| 1Y | +6.2% | -3.8% | +10.0% | +5.0% |
| 3Y | +20.7% | +5.5% | +15.2% | +9.2% |
| All | +20.7% | +5.7% | +15.1% | +9.2% |
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