+104.2%
FE vs TXT
+112.2%
-7.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | 0.0% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +5.2% | +14.4% | -9.2% | +2.1% |
| 3M | 0.0% | -4.9% | +4.9% | +0.8% |
| 6M | +5.0% | -10.2% | +15.3% | +6.9% |
| YTD | +7.9% | -4.1% | +12.0% | +7.8% |
| 1Y | +6.3% | +4.0% | +2.4% | +4.4% |
| 3Y | +46.0% | +8.0% | +38.1% | +39.7% |
| 5Y | +45.6% | +8.4% | +37.2% | +36.9% |
| All | +104.2% | +112.2% | -7.9% | +61.7% |
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