+113.9%
FE vs TXT
+97.6%
+16.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.9% | -4.8% | +6.7% | +3.0% |
| 30D | -1.2% | -10.6% | +9.5% | +1.2% |
| 3M | +3.5% | -13.2% | +16.7% | +6.3% |
| 6M | -6.1% | -20.3% | +14.3% | -1.9% |
| YTD | +7.6% | -9.3% | +16.9% | +9.0% |
| 1Y | +11.9% | -2.7% | +14.6% | +11.5% |
| 3Y | +48.4% | +1.4% | +47.1% | +44.1% |
| 5Y | +44.8% | +9.6% | +35.2% | +35.7% |
| All | +113.9% | +97.6% | +16.3% | +53.7% |
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