+87.8%
TXT vs EFV
+163.3%
-75.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | +0.1% | +2.5% | -2.4% | -2.9% |
| 30D | +13.3% | +2.9% | +10.4% | +9.3% |
| 3M | -5.0% | -1.4% | -3.5% | -3.6% |
| 6M | -8.4% | +5.5% | -13.9% | -14.6% |
| YTD | -4.0% | +16.1% | -20.0% | -20.9% |
| 1Y | +2.8% | +20.3% | -17.5% | -19.0% |
| 3Y | +10.3% | +90.4% | -80.1% | -52.1% |
| 5Y | +9.2% | +93.5% | -84.3% | -53.9% |
| All | +87.8% | +163.3% | -75.6% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling