+38.9%
EFX vs TXT
+103.1%
-64.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.3% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -7.4% | -10.2% | +2.8% | -3.6% |
| 3M | +1.5% | -13.3% | +14.7% | +6.4% |
| 6M | -13.7% | -14.4% | +0.7% | -9.4% |
| YTD | -21.9% | -9.1% | -12.7% | -20.0% |
| 1Y | -30.8% | -2.2% | -28.6% | -31.2% |
| 3Y | -12.4% | +5.1% | -17.4% | -16.2% |
| 5Y | -35.9% | +12.8% | -48.7% | -40.9% |
| All | +38.9% | +103.1% | -64.2% | +4.8% |
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 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