+1,682.6%
EL vs TXT
+565.6%
+1,117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.8% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +16.5% | +14.4% | +2.1% | +11.5% |
| 3M | +29.2% | -4.9% | +34.1% | +30.4% |
| 6M | +27.9% | -10.2% | +38.1% | +31.0% |
| YTD | +6.2% | -4.1% | +10.3% | +6.2% |
| 1Y | +27.2% | +4.0% | +23.2% | +24.1% |
| 3Y | +3.2% | +8.0% | -4.7% | -0.4% |
| 5Y | -66.0% | +8.4% | -74.4% | -67.3% |
| 10Y | +58.3% | +116.6% | -58.3% | +18.9% |
| All | +1,682.6% | +565.6% | +1,117.0% | +639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling