+273.7%
ELV vs TXT
+107.7%
+166.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | +3.2% | +2.5% | +0.7% | +2.4% |
| 30D | +5.4% | -8.9% | +14.2% | +8.2% |
| 3M | +5.4% | -13.6% | +18.9% | +9.6% |
| 6M | +45.7% | -13.1% | +58.8% | +50.9% |
| YTD | +21.2% | -7.0% | +28.2% | +22.3% |
| 1Y | +35.6% | -1.4% | +37.0% | +34.2% |
| 3Y | -2.0% | +7.0% | -9.0% | -7.5% |
| 5Y | +26.0% | +15.4% | +10.6% | +13.3% |
| All | +273.7% | +107.7% | +166.0% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling