+279.2%
ELF vs TXT
+14.6%
+264.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +4.3% | -0.8% | +5.1% | +4.6% |
| 30D | +7.7% | +13.4% | -5.7% | +0.4% |
| 3M | +24.7% | -2.5% | +27.3% | +25.3% |
| 6M | +114.6% | -6.2% | +120.8% | +118.9% |
| YTD | +55.8% | -1.3% | +57.1% | +52.9% |
| 1Y | +51.9% | +4.3% | +47.6% | +44.4% |
| 3Y | +24.6% | +13.2% | +11.4% | +10.2% |
| 5Y | +279.2% | +12.4% | +266.8% | +231.2% |
| All | +279.2% | +14.6% | +264.6% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling