+17.1%
EW vs TXG
+31.6%
-14.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -3.9% |
| 7D | -4.4% | +9.4% | -13.8% | -5.0% |
| 30D | -3.3% | +26.1% | -29.4% | -5.0% |
| 3M | +1.0% | +124.8% | -123.8% | -5.1% |
| 6M | +6.2% | +215.2% | -209.0% | -2.9% |
| YTD | +1.7% | +302.2% | -300.5% | -8.4% |
| 1Y | +8.1% | +370.9% | -362.8% | -3.9% |
| 3Y | +17.1% | +38.5% | -21.4% | +16.5% |
| All | +17.1% | +31.6% | -14.6% | +16.5% |
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