+63.7%
EL vs TXT
+89.4%
-25.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +10.0% | +13.3% | -3.3% | +3.5% |
| 3M | +28.4% | -5.0% | +33.4% | +30.2% |
| 6M | +37.1% | -8.4% | +45.5% | +40.7% |
| YTD | +7.8% | -4.0% | +11.8% | +7.5% |
| 1Y | +26.0% | +2.8% | +23.2% | +21.7% |
| 3Y | +3.8% | +10.3% | -6.5% | -3.5% |
| 5Y | -65.2% | +9.2% | -74.3% | -67.8% |
| All | +63.7% | +89.4% | -25.7% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling