-33.4%
ELAN vs TXT
+11.6%
-45.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +8.4% | -11.1% | +19.4% | +14.3% |
| 3M | +1.2% | -13.0% | +14.2% | +7.2% |
| 6M | +2.6% | -16.2% | +18.8% | +10.7% |
| YTD | +5.9% | -8.7% | +14.6% | +9.4% |
| 1Y | +25.8% | -3.8% | +29.6% | +26.4% |
| 3Y | +106.8% | +5.5% | +101.3% | +97.2% |
| 5Y | -29.3% | +12.3% | -41.6% | -35.0% |
| All | -33.4% | +11.6% | -45.1% | -50.4% |
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 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