+26.1%
EFX vs TXG
+27.0%
-0.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | 0.0% |
| 7D | -4.5% | +9.5% | -14.0% | -6.1% |
| 30D | -6.1% | +18.8% | -24.9% | -9.1% |
| 3M | +6.2% | +136.1% | -129.9% | -10.4% |
| 6M | -11.2% | +235.2% | -246.5% | -30.6% |
| YTD | -21.4% | +320.5% | -341.9% | -41.4% |
| 1Y | -34.3% | +425.2% | -459.5% | -53.8% |
| 3Y | -12.5% | +42.9% | -55.4% | -26.0% |
| 5Y | -35.6% | -62.8% | +27.3% | -38.4% |
| All | +26.1% | +27.0% | -0.9% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling