+78.4%
EFX vs TXT
+90.9%
-12.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -3.6% | -1.1% | -2.6% | -3.3% |
| 30D | +25.3% | +13.3% | +12.0% | +19.2% |
| 3M | +3.8% | -5.1% | +8.9% | +5.5% |
| 6M | +12.7% | -7.1% | +19.8% | +14.7% |
| YTD | -13.1% | -3.2% | -9.9% | -13.4% |
| 1Y | -9.3% | +2.3% | -11.6% | -11.6% |
| 3Y | +3.5% | +11.1% | -7.5% | -3.5% |
| 5Y | -30.6% | +10.0% | -40.6% | -35.9% |
| All | +78.4% | +90.9% | -12.5% | +36.3% |
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