-29.4%
EL vs TXT
+4.5%
-33.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +0.8% | -4.8% | +5.6% | +3.5% |
| 30D | +19.8% | -10.6% | +30.5% | +27.2% |
| 3M | +25.7% | -13.2% | +38.9% | +34.6% |
| 6M | +5.4% | -20.3% | +25.8% | +18.6% |
| YTD | +0.2% | -9.3% | +9.5% | +2.8% |
| 1Y | +20.4% | -2.7% | +23.1% | +17.4% |
| All | -29.4% | +4.5% | -33.9% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling