-46.0%
EL vs TXG
+27.0%
-73.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | 0.0% |
| 7D | -6.5% | +9.5% | -16.0% | -8.3% |
| 30D | +11.1% | +18.8% | -7.6% | +7.3% |
| 3M | +10.7% | +136.1% | -125.4% | -8.2% |
| 6M | +6.9% | +235.2% | -228.4% | -18.8% |
| YTD | -6.3% | +320.5% | -326.8% | -32.5% |
| 1Y | +13.5% | +425.2% | -411.7% | -23.2% |
| 3Y | -33.1% | +42.9% | -76.0% | -45.1% |
| 5Y | -68.8% | -62.8% | -5.9% | -71.7% |
| All | -46.0% | +27.0% | -73.1% | -60.9% |
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