-35.6%
ELAN vs TXT
+13.7%
-49.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.3% |
| 7D | -5.4% | +2.5% | -7.9% | -6.5% |
| 30D | +4.7% | -8.9% | +13.6% | +9.2% |
| 3M | -3.7% | -13.6% | +9.9% | +2.3% |
| 6M | -1.2% | -13.1% | +11.9% | +4.8% |
| YTD | +2.4% | -7.0% | +9.4% | +4.8% |
| 1Y | +23.4% | -1.4% | +24.8% | +22.6% |
| 3Y | +96.7% | +7.0% | +89.7% | +86.3% |
| 5Y | -30.6% | +15.4% | -46.0% | -37.0% |
| All | -35.6% | +13.7% | -49.4% | -52.4% |
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