+178.5%
EXE vs TXT
+61.2%
+117.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -4.8% | +4.5% | +1.4% |
| 30D | +8.5% | -10.6% | +19.1% | +12.5% |
| 3M | +5.5% | -13.2% | +18.6% | +10.0% |
| 6M | -5.9% | -20.3% | +14.4% | +0.8% |
| YTD | -9.7% | -9.3% | -0.5% | -8.4% |
| 1Y | +3.6% | -2.7% | +6.3% | +1.9% |
| 3Y | +18.0% | +1.4% | +16.7% | +10.7% |
| 5Y | +109.4% | +9.6% | +99.9% | +83.6% |
| All | +178.5% | +61.2% | +117.3% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling