-29.4%
EFX vs TXT
+14.4%
-43.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.9% |
| 7D | +0.3% | -1.1% | +1.3% | +0.7% |
| 30D | +29.1% | +17.1% | +12.0% | +19.1% |
| 3M | +4.3% | -2.6% | +6.9% | +5.1% |
| 6M | +7.7% | -4.6% | +12.3% | +8.6% |
| YTD | -12.5% | -0.3% | -12.1% | -14.5% |
| 1Y | -8.8% | +5.9% | -14.7% | -14.0% |
| 3Y | +4.3% | +14.4% | -10.0% | -9.0% |
| 5Y | -29.4% | +15.9% | -45.2% | -40.8% |
| All | -29.4% | +14.4% | -43.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling