+25.4%
EFX vs TXG
+24.6%
+0.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -2.5% |
| 7D | -9.4% | +9.1% | -18.5% | -10.8% |
| 30D | -6.9% | +14.9% | -21.8% | -9.3% |
| 3M | +0.1% | +120.0% | -119.9% | -14.4% |
| 6M | -17.3% | +221.8% | -239.1% | -34.9% |
| YTD | -21.8% | +312.6% | -334.4% | -41.5% |
| 1Y | -32.5% | +398.4% | -431.0% | -52.1% |
| 3Y | -12.3% | +42.1% | -54.4% | -25.8% |
| 5Y | -36.6% | -63.5% | +26.8% | -39.2% |
| All | +25.4% | +24.6% | +0.8% | -4.6% |
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 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