+68.6%
ESI vs TXG
-62.8%
+131.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.2% |
| 7D | -4.6% | +9.5% | -14.1% | -6.4% |
| 30D | -10.5% | +18.8% | -29.3% | -13.9% |
| 3M | -19.8% | +136.1% | -155.9% | -34.0% |
| 6M | +5.8% | +235.2% | -229.4% | -20.0% |
| YTD | +38.3% | +320.5% | -282.2% | -0.8% |
| 1Y | +31.5% | +425.2% | -393.7% | -11.0% |
| 3Y | +80.7% | +42.9% | +37.8% | +47.1% |
| All | +68.6% | -62.8% | +131.4% | +57.2% |
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