-8.2%
EW vs TXG
-65.2%
+57.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +4.9% | -1.8% | +6.7% | +5.1% |
| 30D | +23.9% | -20.4% | +44.3% | +26.7% |
| 3M | +15.8% | +0.1% | +15.7% | +13.9% |
| 6M | +31.7% | +176.2% | -144.5% | +11.6% |
| YTD | +25.7% | +256.8% | -231.1% | +2.1% |
| 1Y | +24.4% | +255.9% | -231.5% | +0.8% |
| 3Y | +65.9% | +60.2% | +5.7% | +45.3% |
| All | -8.2% | -65.2% | +57.0% | +2.8% |
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