+52.1%
ECL vs TXG
+16.0%
+36.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | -2.2% | +32.0% | -34.2% | -5.5% |
| 3M | +10.1% | +87.0% | -76.9% | +1.6% |
| 6M | -5.7% | +180.1% | -185.8% | -17.5% |
| YTD | +7.0% | +284.1% | -277.2% | -10.2% |
| 1Y | +2.7% | +361.7% | -359.0% | -16.4% |
| 3Y | +57.7% | +15.9% | +41.8% | +46.0% |
| 5Y | +31.1% | -66.2% | +97.3% | +30.4% |
| All | +52.1% | +16.0% | +36.1% | +21.0% |
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