-66.8%
EL vs TXT
+10.4%
-77.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +0.8% | -4.8% | +5.6% | +3.7% |
| 30D | +19.8% | -10.6% | +30.5% | +27.7% |
| 3M | +25.7% | -13.2% | +38.9% | +35.3% |
| 6M | +5.4% | -20.3% | +25.8% | +19.2% |
| YTD | +0.2% | -9.3% | +9.5% | +3.4% |
| 1Y | +20.4% | -2.7% | +23.1% | +18.4% |
| 3Y | -32.1% | +1.4% | -33.5% | -37.1% |
| All | -66.8% | +10.4% | -77.2% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling