+79.8%
ESI vs TXG
+39.1%
+40.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.2% |
| 7D | -2.3% | +5.0% | -7.3% | -3.3% |
| 30D | -9.0% | +13.5% | -22.5% | -11.6% |
| 3M | -13.3% | +128.0% | -141.3% | -28.1% |
| 6M | +5.3% | +224.4% | -219.2% | -20.0% |
| YTD | +37.6% | +307.0% | -269.4% | -0.9% |
| 1Y | +33.6% | +427.2% | -393.6% | -9.9% |
| All | +79.8% | +39.1% | +40.7% | +42.0% |
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