-79.9%
TE vs TXT
+88.4%
-168.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.9% | -5.6% | -6.7% |
| 7D | -13.6% | -1.1% | -12.5% | -13.3% |
| 30D | -37.7% | +13.3% | -50.9% | -40.9% |
| 3M | -59.8% | -5.1% | -54.7% | -59.0% |
| 6M | -66.3% | -7.1% | -59.2% | -65.1% |
| YTD | -70.5% | -3.2% | -67.3% | -70.3% |
| 1Y | -48.8% | +2.3% | -51.1% | -49.6% |
| 3Y | +31.3% | +11.1% | +20.3% | +28.1% |
| 5Y | -82.0% | +10.0% | -92.1% | -82.8% |
| All | -79.9% | +88.4% | -168.4% | -81.0% |
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