+8.7%
TXT vs EFV
+25.8%
-17.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -3.7% |
| 7D | +10.6% | +2.9% | +7.8% | +8.2% |
| 30D | +14.4% | +3.6% | +10.8% | +11.4% |
| 3M | -2.7% | -0.1% | -2.6% | -2.7% |
| 6M | -4.7% | +9.6% | -14.3% | -11.6% |
| YTD | -0.5% | +17.0% | -17.5% | -13.6% |
| 1Y | +8.7% | +25.7% | -16.9% | -10.2% |
| All | +8.7% | +25.8% | -17.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling