+149.4%
EWT vs TXG
-62.8%
+212.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 6M | +54.2% | +235.2% | -181.0% | +28.2% |
| YTD | +74.6% | +320.5% | -246.0% | +39.9% |
| 1Y | +84.9% | +425.2% | -340.3% | +42.1% |
| 3Y | +197.5% | +42.9% | +154.6% | +158.2% |
| All | +149.4% | -62.8% | +212.2% | +123.0% |
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 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