+46.0%
ELF vs TXT
+2.5%
+43.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.8% |
| 7D | +3.4% | -1.1% | +4.4% | +3.6% |
| 30D | +5.0% | +13.3% | -8.3% | +1.6% |
| 3M | +22.6% | -5.1% | +27.7% | +24.9% |
| 6M | +104.0% | -7.1% | +111.1% | +108.2% |
| YTD | +49.3% | -3.2% | +52.5% | +45.1% |
| 1Y | +46.0% | +2.3% | +43.7% | +33.9% |
| All | +46.0% | +2.5% | +43.5% | +33.9% |
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