+6,869.6%
EFX vs TXT
+2,196.3%
+4,673.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | +13.3% | +11.8% | +20.2% |
| 3M | +1.7% | -5.0% | +6.6% | +3.0% |
| 6M | +18.4% | -8.4% | +26.8% | +20.7% |
| YTD | -12.5% | -4.0% | -8.5% | -12.4% |
| 1Y | -8.1% | +2.8% | -10.9% | -9.9% |
| 3Y | +4.8% | +10.3% | -5.5% | -0.1% |
| 5Y | -30.1% | +9.2% | -39.3% | -33.5% |
| 10Y | +81.5% | +89.6% | -8.1% | +37.1% |
| All | +6,869.6% | +2,196.3% | +4,673.3% | +2,096.7% |
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