+248.5%
ESI vs TXG
+27.0%
+221.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -4.6% | +9.5% | -14.1% | -6.3% |
| 30D | -10.5% | +18.8% | -29.3% | -13.7% |
| 3M | -19.8% | +136.1% | -155.9% | -33.1% |
| 6M | +5.8% | +235.2% | -229.4% | -18.3% |
| YTD | +38.3% | +320.5% | -282.2% | +1.6% |
| 1Y | +31.5% | +425.2% | -393.7% | -8.4% |
| 3Y | +80.7% | +42.9% | +37.8% | +49.0% |
| 5Y | +69.4% | -62.8% | +132.3% | +60.0% |
| All | +248.5% | +27.0% | +221.5% | +144.7% |
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