+301.7%
ELF vs TXT
+89.4%
+212.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +9.1% | +13.3% | -4.2% | +2.1% |
| 3M | +28.2% | -5.0% | +33.1% | +30.0% |
| 6M | +119.5% | -8.4% | +128.0% | +125.7% |
| YTD | +55.2% | -4.0% | +59.1% | +54.7% |
| 1Y | +58.6% | +2.8% | +55.8% | +52.9% |
| 3Y | +21.3% | +10.3% | +11.0% | +11.6% |
| 5Y | +276.2% | +9.2% | +267.1% | +241.6% |
| All | +301.7% | +89.4% | +212.3% | +198.5% |
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 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