-53.4%
TE vs TXT
+77.0%
-130.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.4% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -16.3% | -10.2% | -6.1% | -12.5% |
| 3M | -40.8% | -13.3% | -27.5% | -37.0% |
| 6M | -42.6% | -14.4% | -28.3% | -38.7% |
| YTD | -31.4% | -9.1% | -22.3% | -29.0% |
| 1Y | +144.9% | -2.2% | +147.1% | +146.1% |
| 3Y | -26.0% | +5.1% | -31.1% | -25.8% |
| 5Y | -48.5% | +12.8% | -61.3% | -49.3% |
| All | -53.4% | +77.0% | -130.3% | -54.5% |
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