+26.5%
ECL vs TXG
-63.6%
+90.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | -2.7% | +9.1% | -11.9% | -3.7% |
| 30D | -4.3% | +14.9% | -19.2% | -5.9% |
| 3M | +3.2% | +120.0% | -116.8% | -6.6% |
| 6M | -2.9% | +221.8% | -224.7% | -16.6% |
| YTD | +4.3% | +312.6% | -308.3% | -13.4% |
| 1Y | +1.6% | +398.4% | -396.8% | -18.3% |
| 3Y | +54.3% | +42.1% | +12.2% | +40.3% |
| 5Y | +26.5% | -63.5% | +89.9% | +19.4% |
| All | +26.5% | -63.6% | +90.1% | +19.4% |
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