+2,419.4%
ELV vs TXT
+490.7%
+1,928.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +3.3% | -4.8% | +8.1% | +4.6% |
| 30D | +4.2% | -10.6% | +14.8% | +7.1% |
| 3M | -0.1% | -13.2% | +13.1% | +3.2% |
| 6M | +41.3% | -20.3% | +61.6% | +48.7% |
| YTD | +17.4% | -9.3% | +26.7% | +19.2% |
| 1Y | +35.1% | -2.7% | +37.8% | +34.6% |
| 3Y | -3.2% | +1.4% | -4.6% | -6.0% |
| 5Y | +15.6% | +9.6% | +6.1% | +8.5% |
| 10Y | +276.8% | +94.9% | +181.9% | +188.5% |
| All | +2,419.4% | +490.7% | +1,928.6% | +1,202.9% |
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