+138.9%
TXT vs EFV
+258.8%
-120.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.2% |
| 7D | -4.8% | +1.5% | -6.3% | -6.5% |
| 30D | -10.6% | +1.7% | -12.4% | -12.5% |
| 3M | -13.2% | +8.6% | -21.8% | -21.4% |
| 6M | -20.3% | +11.7% | -32.0% | -30.3% |
| YTD | -9.3% | +19.3% | -28.5% | -26.7% |
| 1Y | -2.7% | +30.2% | -32.9% | -29.2% |
| 3Y | +1.4% | +91.6% | -90.2% | -53.9% |
| 5Y | +9.6% | +96.4% | -86.8% | -51.7% |
| 10Y | +94.9% | +166.5% | -71.6% | -36.6% |
| All | +138.9% | +258.8% | -120.0% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling