-18.0%
ELF vs TXT
-1.0%
-17.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -4.8% | +10.1% | +6.8% |
| 30D | +27.0% | -10.6% | +37.6% | +31.3% |
| 3M | +113.2% | -13.2% | +126.4% | +121.5% |
| 6M | +36.6% | -20.3% | +56.9% | +45.0% |
| YTD | +44.2% | -9.3% | +53.5% | +44.9% |
| 1Y | -18.0% | -2.7% | -15.3% | -20.1% |
| All | -18.0% | -1.0% | -17.0% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling