+72.4%
ED vs TXG
+7.8%
+64.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +2.1% | -1.8% | +3.9% | +2.1% |
| 30D | +10.4% | -20.4% | +30.8% | +10.5% |
| 3M | +12.5% | +0.1% | +12.5% | +12.3% |
| 6M | +14.9% | +176.2% | -161.3% | +12.9% |
| YTD | +24.8% | +256.8% | -231.9% | +22.0% |
| 1Y | +23.8% | +255.9% | -232.1% | +20.9% |
| 3Y | +51.6% | +60.2% | -8.6% | +51.6% |
| 5Y | +86.4% | -65.1% | +151.5% | +91.6% |
| All | +72.4% | +7.8% | +64.6% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling