+375.9%
EFA vs TXT
+282.1%
+93.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +0.5% | +13.3% | -12.7% | -3.6% |
| 3M | -4.1% | -5.1% | +1.0% | -3.0% |
| 6M | +2.4% | -7.1% | +9.6% | +4.1% |
| YTD | +10.0% | -3.2% | +13.2% | +10.0% |
| 1Y | +11.4% | +2.3% | +9.1% | +9.4% |
| 3Y | +65.4% | +11.1% | +54.3% | +55.9% |
| 5Y | +49.6% | +10.0% | +39.6% | +39.6% |
| 10Y | +144.8% | +91.1% | +53.7% | +78.4% |
| All | +375.9% | +282.1% | +93.8% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling