+28.3%
EL vs TXT
+100.3%
-72.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | +13.7% | -10.4% | +24.1% | +19.1% |
| 3M | +14.5% | -14.3% | +28.8% | +21.8% |
| 6M | +7.4% | -15.1% | +22.5% | +14.4% |
| YTD | -4.7% | -8.3% | +3.6% | -2.4% |
| 1Y | +12.9% | -0.7% | +13.6% | +11.5% |
| 3Y | -32.2% | +6.0% | -38.2% | -35.4% |
| 5Y | -68.4% | +12.5% | -80.9% | -70.8% |
| 10Y | +28.3% | +103.2% | -74.9% | -9.3% |
| All | +28.3% | +100.3% | -72.0% | -9.3% |
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