-35.3%
EFX vs TXT
+12.9%
-48.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -5.7% | -11.1% | +5.3% | -0.3% |
| 3M | +2.5% | -13.0% | +15.5% | +8.8% |
| 6M | -16.7% | -16.2% | -0.5% | -10.2% |
| YTD | -20.2% | -8.7% | -11.5% | -18.3% |
| 1Y | -31.4% | -3.8% | -27.6% | -32.0% |
| 3Y | -10.5% | +5.5% | -16.0% | -18.4% |
| All | -35.3% | +12.9% | -48.2% | -45.2% |
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