+369.4%
EWT vs TXG
+27.0%
+342.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.4% |
| 7D | -1.1% | +9.5% | -10.6% | -2.4% |
| 30D | +4.5% | +18.8% | -14.3% | +1.9% |
| 3M | +8.3% | +136.1% | -127.9% | -4.4% |
| 6M | +54.2% | +235.2% | -181.0% | +29.3% |
| YTD | +74.6% | +320.5% | -246.0% | +41.3% |
| 1Y | +84.9% | +425.2% | -340.3% | +43.9% |
| 3Y | +197.5% | +42.9% | +154.6% | +159.9% |
| 5Y | +150.6% | -62.8% | +213.4% | +139.2% |
| All | +369.4% | +27.0% | +342.4% | +286.0% |
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