+6,459.5%
EFX vs TXT
+2,070.1%
+4,389.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | -8.6% | -4.8% | -3.9% | -7.2% |
| 30D | +0.1% | -10.6% | +10.7% | +3.6% |
| 3M | +3.8% | -13.2% | +17.0% | +7.9% |
| 6M | -13.5% | -20.3% | +6.8% | -7.9% |
| YTD | -17.7% | -9.3% | -8.4% | -15.9% |
| 1Y | -25.6% | -2.7% | -22.9% | -25.7% |
| 3Y | -12.1% | +1.4% | -13.5% | -13.8% |
| 5Y | -33.8% | +9.6% | -43.4% | -36.9% |
| 10Y | +45.1% | +94.9% | -49.7% | +8.9% |
| All | +6,459.5% | +2,070.1% | +4,389.4% | +2,008.6% |
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