-18.3%
TE vs TXT
+5.7%
-23.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.4% |
| 7D | +18.2% | -0.2% | +18.4% | +18.5% |
| 30D | -13.5% | -11.1% | -2.4% | -3.2% |
| 3M | -44.6% | -13.0% | -31.6% | -36.4% |
| 6M | -24.7% | -16.2% | -8.5% | -11.1% |
| YTD | -24.3% | -8.7% | -15.5% | -20.3% |
| 1Y | +155.6% | -3.8% | +159.3% | +150.6% |
| 3Y | -18.3% | +5.5% | -23.8% | -19.0% |
| All | -18.3% | +5.7% | -23.9% | -19.0% |
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 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