+56.4%
TXN vs ELF
+217.8%
-161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.3% | -0.4% |
| 7D | +2.0% | -10.8% | +12.8% | +3.6% |
| 30D | -8.0% | +0.8% | -8.8% | -8.2% |
| 3M | -7.8% | +64.8% | -72.5% | -14.5% |
| 6M | +32.4% | +19.0% | +13.4% | +28.0% |
| YTD | +51.7% | +25.9% | +25.8% | +44.3% |
| 1Y | +44.3% | -28.8% | +73.1% | +47.0% |
| 3Y | +71.3% | -29.6% | +100.9% | +59.6% |
| 5Y | +56.4% | +216.2% | -159.8% | -12.3% |
| All | +56.4% | +217.8% | -161.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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