+14.5%
ELV vs TXT
+13.4%
+1.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -0.2% | -10.4% | +10.2% | +2.1% |
| 3M | -6.1% | -14.3% | +8.2% | -3.2% |
| 6M | +42.8% | -15.1% | +57.9% | +47.2% |
| YTD | +14.4% | -8.3% | +22.7% | +15.2% |
| 1Y | +28.6% | -0.7% | +29.3% | +26.9% |
| 3Y | -7.4% | +6.0% | -13.4% | -11.8% |
| 5Y | +14.5% | +12.5% | +1.9% | +4.3% |
| All | +14.5% | +13.4% | +1.1% | +4.3% |
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 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