+57.6%
ECL vs TXG
+31.6%
+26.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.8% |
| 7D | -0.8% | +9.4% | -10.1% | -1.4% |
| 30D | -2.5% | +26.1% | -28.6% | -4.3% |
| 3M | +8.3% | +124.8% | -116.5% | +1.2% |
| 6M | -1.1% | +215.2% | -216.3% | -10.4% |
| YTD | +6.5% | +302.2% | -295.7% | -5.5% |
| 1Y | +2.1% | +370.9% | -368.8% | -11.0% |
| 3Y | +57.6% | +38.5% | +19.1% | +45.3% |
| All | +57.6% | +31.6% | +26.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling