+1,582.2%
EL vs TXT
+529.8%
+1,052.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +0.8% | -4.8% | +5.6% | +2.3% |
| 30D | +19.8% | -10.6% | +30.5% | +23.8% |
| 3M | +25.7% | -13.2% | +38.9% | +30.7% |
| 6M | +5.4% | -20.3% | +25.8% | +12.4% |
| YTD | +0.2% | -9.3% | +9.5% | +2.4% |
| 1Y | +20.4% | -2.7% | +23.1% | +20.4% |
| 3Y | -32.1% | +1.4% | -33.5% | -32.9% |
| 5Y | -67.2% | +9.6% | -76.7% | -68.3% |
| 10Y | +31.7% | +94.9% | -63.1% | +2.4% |
| All | +1,582.2% | +529.8% | +1,052.4% | +612.5% |
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 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