-80.8%
TE vs TXT
+14.6%
-95.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.8% |
| 7D | -22.0% | -0.8% | -21.2% | -21.5% |
| 30D | -33.6% | +13.4% | -47.1% | -41.5% |
| 3M | -61.1% | -2.5% | -58.5% | -60.4% |
| 6M | -64.7% | -6.2% | -58.5% | -62.5% |
| YTD | -68.1% | -1.3% | -66.8% | -69.0% |
| 1Y | -51.7% | +4.3% | -56.0% | -55.7% |
| 3Y | +42.0% | +13.2% | +28.8% | +21.6% |
| 5Y | -80.8% | +12.4% | -93.2% | -84.0% |
| All | -80.8% | +14.6% | -95.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling