+98.5%
TXT vs EFV
+167.0%
-68.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +2.2% |
| 30D | -10.2% | -0.2% | -10.0% | -10.1% |
| 3M | -13.3% | +9.1% | -22.4% | -22.2% |
| 6M | -14.4% | +11.7% | -26.0% | -25.5% |
| YTD | -9.1% | +17.0% | -26.2% | -25.7% |
| 1Y | -2.2% | +26.7% | -28.9% | -27.6% |
| 3Y | +5.1% | +90.2% | -85.1% | -54.2% |
| 5Y | +12.8% | +96.1% | -83.3% | -53.0% |
| All | +98.5% | +167.0% | -68.5% | -38.4% |
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