+54.2%
ED vs TXG
+21.5%
+32.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.9% |
| 7D | +0.5% | +9.4% | -8.8% | +0.4% |
| 30D | +1.1% | +26.1% | -25.0% | +0.8% |
| 3M | +4.6% | +124.8% | -120.2% | +3.5% |
| 6M | -2.0% | +215.2% | -217.2% | -3.7% |
| YTD | +11.7% | +302.2% | -290.5% | +9.2% |
| 1Y | +15.7% | +370.9% | -355.2% | +12.6% |
| 3Y | +34.4% | +38.5% | -4.2% | +35.7% |
| 5Y | +67.3% | -64.4% | +131.7% | +72.8% |
| All | +54.2% | +21.5% | +32.7% | +30.7% |
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