+376.6%
EFA vs TXT
+279.1%
+97.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +13.3% | -12.0% | -2.8% |
| 3M | -4.2% | -5.0% | +0.8% | -3.0% |
| 6M | +1.9% | -8.4% | +10.3% | +4.0% |
| YTD | +10.2% | -4.0% | +14.2% | +10.4% |
| 1Y | +12.8% | +2.8% | +10.0% | +10.6% |
| 3Y | +65.2% | +10.3% | +54.9% | +56.1% |
| 5Y | +49.8% | +9.2% | +40.7% | +40.1% |
| 10Y | +145.2% | +89.6% | +55.6% | +79.1% |
| All | +376.6% | +279.1% | +97.5% | +112.8% |
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