-69.0%
EL vs TXG
-64.0%
-4.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.0% |
| 7D | -4.4% | +5.0% | -9.4% | -5.5% |
| 30D | +10.3% | +13.5% | -3.2% | +7.1% |
| 3M | +13.4% | +128.0% | -114.7% | -7.4% |
| 6M | +3.1% | +224.4% | -221.4% | -23.9% |
| YTD | -6.9% | +307.0% | -313.9% | -35.3% |
| 1Y | +11.9% | +427.2% | -415.3% | -28.4% |
| 3Y | -33.8% | +40.2% | -74.0% | -46.2% |
| 5Y | -69.0% | -64.0% | -4.9% | -72.8% |
| All | -69.0% | -64.0% | -4.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling