+197.5%
EWT vs TXG
+43.8%
+153.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.7% |
| 3M | +8.3% | +136.1% | -127.9% | -5.1% |
| 6M | +54.2% | +235.2% | -181.0% | +28.1% |
| YTD | +74.6% | +320.5% | -246.0% | +39.8% |
| 1Y | +84.9% | +425.2% | -340.3% | +41.9% |
| 3Y | +197.5% | +42.9% | +154.6% | +159.4% |
| All | +197.5% | +43.8% | +153.8% | +159.4% |
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