+99.7%
EFA vs TXG
+24.6%
+75.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -0.5% | +9.1% | -9.6% | -1.4% |
| 30D | -1.3% | +14.9% | -16.2% | -3.0% |
| 3M | +5.2% | +120.0% | -114.8% | -4.3% |
| 6M | +9.4% | +221.8% | -212.5% | -5.3% |
| YTD | +12.7% | +312.6% | -299.8% | -5.4% |
| 1Y | +19.3% | +398.4% | -379.2% | -2.9% |
| 3Y | +66.3% | +42.1% | +24.2% | +49.6% |
| 5Y | +53.4% | -63.5% | +116.8% | +49.8% |
| All | +99.7% | +24.6% | +75.1% | +59.7% |
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