-25.6%
EFX vs TXG
+372.5%
-398.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -8.6% | +1.8% | -10.4% | -8.8% |
| 30D | +0.1% | +32.0% | -31.9% | -2.7% |
| 3M | +3.8% | +87.0% | -83.2% | -3.9% |
| 6M | -13.5% | +180.1% | -193.6% | -24.6% |
| YTD | -17.7% | +284.1% | -301.8% | -30.8% |
| 1Y | -25.6% | +361.7% | -387.3% | -39.6% |
| All | -25.6% | +372.5% | -398.0% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling