+265.4%
ESI vs TXG
+16.0%
+249.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +3.3% | +1.8% | +1.5% | +3.0% |
| 30D | -5.9% | +32.0% | -37.9% | -11.4% |
| 3M | -14.1% | +87.0% | -101.1% | -25.0% |
| 6M | +6.6% | +180.1% | -173.5% | -14.8% |
| YTD | +45.0% | +284.1% | -239.1% | +8.4% |
| 1Y | +41.5% | +361.7% | -320.2% | +0.9% |
| 3Y | +78.8% | +15.9% | +62.8% | +53.3% |
| 5Y | +70.9% | -66.2% | +137.1% | +64.4% |
| All | +265.4% | +16.0% | +249.4% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling