+373.0%
EWT vs TXG
+24.6%
+348.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +2.1% | +9.1% | -7.0% | +0.9% |
| 30D | +9.4% | +14.9% | -5.5% | +7.1% |
| 3M | +10.9% | +120.0% | -109.1% | -1.1% |
| 6M | +57.9% | +221.8% | -163.9% | +33.1% |
| YTD | +75.9% | +312.6% | -236.7% | +42.8% |
| 1Y | +89.7% | +398.4% | -308.7% | +48.6% |
| 3Y | +200.9% | +42.1% | +158.8% | +163.0% |
| 5Y | +154.5% | -63.5% | +218.0% | +143.5% |
| All | +373.0% | +24.6% | +348.4% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling