-13.0%
EFX vs TXG
+39.1%
-52.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | -11.1% | +5.0% | -16.1% | -11.8% |
| 30D | -7.4% | +13.5% | -20.9% | -9.3% |
| 3M | +1.5% | +128.0% | -126.5% | -12.1% |
| 6M | -13.7% | +224.4% | -238.1% | -30.2% |
| YTD | -21.9% | +307.0% | -328.8% | -39.5% |
| 1Y | -30.8% | +427.2% | -458.0% | -49.6% |
| All | -13.0% | +39.1% | -52.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling