+413.4%
EAT vs TXG
+27.0%
+386.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | -1.8% |
| 7D | -7.7% | +9.5% | -17.2% | -9.7% |
| 30D | -13.6% | +18.8% | -32.4% | -17.3% |
| 3M | +33.9% | +136.1% | -102.2% | +7.2% |
| 6M | +47.2% | +235.2% | -188.0% | +6.8% |
| YTD | +48.1% | +320.5% | -272.5% | +0.7% |
| 1Y | +33.7% | +425.2% | -391.5% | -15.7% |
| 3Y | +595.8% | +42.9% | +552.9% | +461.5% |
| 5Y | +314.4% | -62.8% | +377.2% | +306.6% |
| All | +413.4% | +27.0% | +386.4% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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