+12.5%
TXT vs EFV
+95.4%
-82.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.3% |
| 7D | +0.8% | -0.5% | +1.3% | +1.3% |
| 30D | -10.4% | 0.0% | -10.4% | -10.5% |
| 3M | -14.3% | +8.4% | -22.8% | -20.9% |
| 6M | -15.1% | +12.3% | -27.4% | -24.3% |
| YTD | -8.3% | +17.4% | -25.7% | -22.0% |
| 1Y | -0.7% | +27.1% | -27.8% | -21.9% |
| 3Y | +6.0% | +90.7% | -84.7% | -45.0% |
| 5Y | +12.5% | +95.6% | -83.1% | -44.3% |
| All | +12.5% | +95.4% | -82.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling