+395.7%
EFA vs TXT
+258.3%
+137.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -4.8% | +5.4% | +2.1% |
| 30D | +0.9% | -10.6% | +11.5% | +4.4% |
| 3M | +4.9% | -13.2% | +18.1% | +9.2% |
| 6M | +8.6% | -20.3% | +28.9% | +16.0% |
| YTD | +14.6% | -9.3% | +23.9% | +17.3% |
| 1Y | +22.6% | -2.7% | +25.3% | +22.6% |
| 3Y | +66.5% | +1.4% | +65.1% | +61.9% |
| 5Y | +54.5% | +9.6% | +45.0% | +44.7% |
| 10Y | +144.8% | +94.9% | +49.9% | +77.8% |
| All | +395.7% | +258.3% | +137.5% | +126.0% |
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 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