+18.1%
EW vs TXG
+22.9%
-4.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.9% |
| 7D | -3.4% | +5.0% | -8.4% | -4.0% |
| 30D | -7.4% | +13.5% | -20.9% | -9.2% |
| 3M | +0.9% | +128.0% | -127.1% | -11.1% |
| 6M | +1.2% | +224.4% | -223.3% | -16.0% |
| YTD | +1.8% | +307.0% | -305.2% | -18.4% |
| 1Y | +10.8% | +427.2% | -416.4% | -15.6% |
| 3Y | +17.1% | +40.2% | -23.0% | +4.8% |
| 5Y | -28.2% | -64.0% | +35.8% | -24.6% |
| All | +18.1% | +22.9% | -4.8% | -9.3% |
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 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