+83.9%
ED vs TXG
-64.9%
+148.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.1% |
| 7D | -1.7% | +1.8% | -3.5% | -1.7% |
| 30D | +10.7% | -17.7% | +28.4% | +10.6% |
| 3M | +11.6% | +2.3% | +9.3% | +11.5% |
| 6M | +13.5% | +182.5% | -169.0% | +13.1% |
| YTD | +23.1% | +262.4% | -239.2% | +22.4% |
| 1Y | +23.1% | +254.1% | -231.0% | +22.3% |
| 3Y | +47.9% | +66.6% | -18.6% | +50.8% |
| 5Y | +83.9% | -64.5% | +148.4% | +71.9% |
| All | +83.9% | -64.9% | +148.8% | +71.9% |
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