+44.6%
FE vs TXT
+7.8%
+36.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | +4.1% | +14.4% | -10.2% | +2.9% |
| 3M | -1.0% | -4.9% | +3.9% | -0.7% |
| 6M | +4.0% | -10.2% | +14.2% | +4.7% |
| YTD | +6.8% | -4.1% | +10.9% | +6.7% |
| 1Y | +5.3% | +4.0% | +1.3% | +4.3% |
| 3Y | +44.6% | +8.0% | +36.6% | +37.8% |
| All | +44.6% | +7.8% | +36.8% | +37.8% |
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