+77.4%
ECL vs TXG
+76.2%
+1.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | -2.3% | -8.1% | +5.8% | -1.8% |
| 30D | +8.3% | -17.5% | +25.8% | +9.2% |
| 3M | +8.4% | +6.1% | +2.3% | +7.0% |
| 6M | +23.3% | +202.7% | -179.4% | +11.9% |
| YTD | +18.2% | +280.4% | -262.2% | +5.2% |
| 1Y | +18.8% | +274.0% | -255.3% | +5.6% |
| All | +77.4% | +76.2% | +1.2% | +53.7% |
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 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