+20.4%
EL vs TXT
-1.0%
+21.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +0.8% | -4.8% | +5.6% | +2.2% |
| 30D | +19.8% | -10.6% | +30.5% | +23.7% |
| 3M | +25.7% | -13.2% | +38.9% | +30.3% |
| 6M | +5.4% | -20.3% | +25.8% | +12.5% |
| YTD | +0.2% | -9.3% | +9.5% | +0.6% |
| 1Y | +20.4% | -2.7% | +23.1% | +13.0% |
| All | +20.4% | -1.0% | +21.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling