+13.3%
TXT vs EFV
+91.3%
-78.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | -1.0% | +0.2% | 0.0% |
| 30D | +13.4% | +3.1% | +10.3% | +10.4% |
| 3M | -2.5% | -1.2% | -1.3% | -1.6% |
| 6M | -6.2% | +5.6% | -11.8% | -10.9% |
| YTD | -1.3% | +15.8% | -17.2% | -14.0% |
| 1Y | +4.3% | +20.0% | -15.7% | -11.9% |
| All | +13.3% | +91.3% | -78.0% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling