-31.9%
EL vs TXG
+41.0%
-73.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.5% |
| 7D | -2.4% | +9.1% | -11.5% | -4.4% |
| 30D | +13.7% | +14.9% | -1.2% | +10.1% |
| 3M | +14.5% | +120.0% | -105.5% | -5.5% |
| 6M | +7.4% | +221.8% | -214.4% | -20.5% |
| YTD | -4.7% | +312.6% | -317.3% | -34.2% |
| 1Y | +12.9% | +398.4% | -385.5% | -27.1% |
| All | -31.9% | +41.0% | -73.0% | -43.3% |
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