+338.3%
ELF vs TXT
+113.8%
+224.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.6% |
| 7D | +4.0% | -2.5% | +6.5% | +5.1% |
| 30D | +10.6% | +14.4% | -3.8% | +3.1% |
| 3M | +25.8% | -4.9% | +30.7% | +27.6% |
| 6M | +89.1% | -10.2% | +99.3% | +96.1% |
| YTD | +52.7% | -4.1% | +56.8% | +52.4% |
| 1Y | +51.7% | +4.0% | +47.8% | +45.5% |
| 3Y | +14.2% | +8.0% | +6.3% | +6.3% |
| 5Y | +270.7% | +8.4% | +262.3% | +238.1% |
| 10Y | +341.9% | +116.6% | +225.3% | +221.2% |
| All | +338.3% | +113.8% | +224.4% | +219.2% |
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 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