+313.8%
ELF vs TXT
+102.3%
+211.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +5.4% | -4.8% | +10.1% | +7.7% |
| 30D | +27.0% | -10.6% | +37.6% | +33.7% |
| 3M | +113.2% | -13.2% | +126.4% | +126.9% |
| 6M | +36.6% | -20.3% | +56.9% | +51.0% |
| YTD | +44.2% | -9.3% | +53.5% | +48.9% |
| 1Y | -18.0% | -2.7% | -15.3% | -18.3% |
| 3Y | -19.9% | +1.4% | -21.3% | -22.8% |
| 5Y | +257.7% | +9.6% | +248.1% | +227.6% |
| All | +313.8% | +102.3% | +211.5% | +211.9% |
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 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