+314.5%
ELF vs TXT
+118.1%
+196.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -2.7% | -2.5% | -0.2% | -1.6% |
| 30D | +6.9% | +12.8% | -6.0% | +0.3% |
| 3M | +27.2% | -3.6% | +30.8% | +28.3% |
| 6M | +84.9% | -6.9% | +91.8% | +88.7% |
| YTD | +44.5% | -2.2% | +46.6% | +42.9% |
| 1Y | -6.8% | +6.3% | -13.0% | -11.5% |
| 3Y | +14.2% | +10.3% | +4.0% | +5.3% |
| 5Y | +250.6% | +10.6% | +240.0% | +217.0% |
| 10Y | +318.0% | +121.0% | +197.0% | +201.2% |
| All | +314.5% | +118.1% | +196.4% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling