+24.6%
ELF vs TXT
+15.4%
+9.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +6.3% | -1.1% | +7.3% | +6.7% |
| 30D | +8.5% | +17.1% | -8.6% | +0.1% |
| 3M | +24.4% | -2.6% | +27.1% | +25.5% |
| 6M | +94.7% | -4.6% | +99.3% | +97.2% |
| YTD | +55.9% | -0.3% | +56.2% | +52.2% |
| 1Y | +48.4% | +5.9% | +42.5% | +39.6% |
| 3Y | +24.6% | +14.4% | +10.2% | +11.4% |
| All | +24.6% | +15.4% | +9.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling