+364.2%
ELF vs TXT
+115.3%
+248.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.7% |
| 7D | +7.8% | -3.5% | +11.4% | +9.6% |
| 30D | +9.3% | +15.2% | -5.9% | +1.4% |
| 3M | +21.2% | -4.5% | +25.7% | +22.6% |
| 6M | +96.1% | -6.1% | +102.2% | +99.2% |
| YTD | +57.0% | -2.0% | +58.9% | +55.0% |
| 1Y | +61.9% | +4.2% | +57.6% | +55.0% |
| 3Y | +20.0% | +14.4% | +5.6% | +8.5% |
| 5Y | +284.8% | +12.3% | +272.4% | +244.6% |
| 10Y | +364.2% | +101.8% | +262.4% | +234.0% |
| All | +364.2% | +115.3% | +248.9% | +234.0% |
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