+312.6%
EAT vs TXG
-63.6%
+376.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | -6.8% | +9.1% | -15.9% | -8.8% |
| 30D | -5.4% | +14.9% | -20.3% | -8.9% |
| 3M | +42.8% | +120.0% | -77.2% | +15.1% |
| 6M | +56.5% | +221.8% | -165.3% | +12.8% |
| YTD | +50.0% | +312.6% | -262.5% | +0.4% |
| 1Y | +38.3% | +398.4% | -360.2% | -14.0% |
| 3Y | +591.6% | +42.1% | +549.6% | +460.8% |
| 5Y | +312.6% | -63.5% | +376.1% | +315.8% |
| All | +312.6% | -63.6% | +376.2% | +315.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling