+12.4%
TXT vs EFV
+93.3%
-80.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | -1.0% | +0.2% | +0.1% |
| 30D | +13.4% | +3.1% | +10.3% | +10.1% |
| 3M | -2.5% | -1.2% | -1.3% | -1.6% |
| 6M | -6.2% | +5.6% | -11.8% | -11.3% |
| YTD | -1.3% | +15.8% | -17.2% | -15.0% |
| 1Y | +4.3% | +20.0% | -15.7% | -13.3% |
| 3Y | +13.2% | +91.0% | -77.7% | -41.5% |
| 5Y | +12.4% | +93.7% | -81.3% | -43.3% |
| All | +12.4% | +93.3% | -80.9% | -43.3% |
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