+67.3%
ED vs TXG
-63.6%
+130.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -0.2% | +9.1% | -9.3% | -0.2% |
| 30D | +1.9% | +14.9% | -12.9% | +2.0% |
| 3M | +1.9% | +120.0% | -118.1% | +1.7% |
| 6M | -2.3% | +221.8% | -224.1% | -2.6% |
| YTD | +10.9% | +312.6% | -301.7% | +10.3% |
| 1Y | +14.5% | +398.4% | -383.9% | +13.6% |
| 3Y | +33.4% | +42.1% | -8.7% | +37.2% |
| 5Y | +67.3% | -63.5% | +130.7% | +62.8% |
| All | +67.3% | -63.6% | +130.9% | +62.8% |
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 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