+357.2%
ELF vs TXT
+103.6%
+253.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +6.3% | -1.1% | +7.3% | +6.8% |
| 30D | +8.5% | +17.1% | -8.6% | -0.1% |
| 3M | +24.4% | -2.6% | +27.1% | +24.8% |
| 6M | +94.7% | -4.6% | +99.3% | +96.2% |
| YTD | +55.9% | -0.3% | +56.2% | +52.7% |
| 1Y | +48.4% | +5.9% | +42.5% | +41.1% |
| 3Y | +24.6% | +14.4% | +10.2% | +12.7% |
| 5Y | +285.0% | +15.9% | +269.2% | +239.8% |
| 10Y | +357.2% | +99.6% | +257.6% | +226.0% |
| All | +357.2% | +103.6% | +253.6% | +226.0% |
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 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