+140.4%
EFA vs TXT
+103.1%
+37.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -2.2% | -10.2% | +8.0% | +1.2% |
| 3M | +5.7% | -13.3% | +18.9% | +10.3% |
| 6M | +8.2% | -14.4% | +22.5% | +13.2% |
| YTD | +11.8% | -9.1% | +20.9% | +14.4% |
| 1Y | +18.3% | -2.2% | +20.4% | +18.0% |
| 3Y | +64.9% | +5.1% | +59.9% | +57.8% |
| 5Y | +52.4% | +12.8% | +39.6% | +40.1% |
| All | +140.4% | +103.1% | +37.3% | +74.2% |
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