+52.0%
ED vs TXG
+22.9%
+29.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.9% | +5.0% | -6.9% | -1.9% |
| 30D | +0.1% | +13.5% | -13.4% | -0.1% |
| 3M | 0.0% | +128.0% | -128.0% | -1.1% |
| 6M | -2.5% | +224.4% | -226.9% | -4.2% |
| YTD | +10.1% | +307.0% | -296.9% | +7.7% |
| 1Y | +13.6% | +427.2% | -413.7% | +10.3% |
| 3Y | +32.4% | +40.2% | -7.7% | +33.7% |
| 5Y | +69.9% | -64.0% | +133.9% | +75.4% |
| All | +52.0% | +22.9% | +29.1% | +28.8% |
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