-29.4%
EW vs TXG
-63.6%
+34.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -5.1% | +9.1% | -14.3% | -6.2% |
| 30D | -6.4% | +14.9% | -21.2% | -8.2% |
| 3M | -1.6% | +120.0% | -121.5% | -12.2% |
| 6M | +2.3% | +221.8% | -219.5% | -14.0% |
| YTD | +1.1% | +312.6% | -311.5% | -18.0% |
| 1Y | +8.0% | +398.4% | -390.4% | -15.7% |
| 3Y | +16.3% | +42.1% | -25.7% | +6.6% |
| 5Y | -29.4% | -63.5% | +34.0% | -26.6% |
| All | -29.4% | -63.6% | +34.2% | -26.6% |
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