+387.8%
TXN vs ELF
+334.6%
+53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.9% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | -9.5% | +5.9% | -15.4% | -10.4% |
| 3M | -10.5% | +99.5% | -110.1% | -19.9% |
| 6M | +35.4% | +26.5% | +8.8% | +29.2% |
| YTD | +51.8% | +37.2% | +14.6% | +42.0% |
| 1Y | +42.9% | -24.4% | +67.4% | +44.3% |
| 3Y | +71.3% | -23.3% | +94.7% | +60.3% |
| 5Y | +58.0% | +245.2% | -187.2% | +8.7% |
| All | +387.8% | +334.6% | +53.2% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling