+379.2%
EAT vs TXG
+7.8%
+371.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -4.0% | -1.8% | -2.2% | -3.8% |
| 30D | -2.9% | -20.4% | +17.5% | +1.2% |
| 3M | -16.9% | +0.1% | -16.9% | -19.2% |
| 6M | +57.0% | +176.2% | -119.2% | +17.2% |
| YTD | +38.2% | +256.8% | -218.6% | -4.7% |
| 1Y | +69.3% | +255.9% | -186.6% | +16.3% |
| 3Y | +483.0% | +60.2% | +422.8% | +346.2% |
| 5Y | +364.1% | -65.1% | +429.2% | +354.4% |
| All | +379.2% | +7.8% | +371.5% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling