+94.1%
ELAN vs TXT
+4.6%
+89.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.5% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | +0.6% | -10.2% | +10.8% | +6.5% |
| 3M | 0.0% | -13.3% | +13.2% | +7.0% |
| 6M | -3.4% | -14.4% | +10.9% | +4.2% |
| YTD | +1.0% | -9.1% | +10.1% | +4.5% |
| 1Y | +24.7% | -2.2% | +26.9% | +22.8% |
| All | +94.1% | +4.6% | +89.5% | +80.0% |
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 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