+62.4%
EWY vs TXG
+406.9%
-344.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.8% |
| 7D | -8.3% | -19.3% | +10.9% | -3.3% |
| 30D | -20.5% | -30.9% | +10.4% | -13.4% |
| 3M | -11.1% | +41.1% | -52.2% | -20.5% |
| 6M | -7.0% | +211.9% | -218.9% | -29.1% |
| YTD | +56.5% | +314.0% | -257.5% | +16.3% |
| 1Y | +62.4% | +405.4% | -343.0% | +18.5% |
| All | +62.4% | +406.9% | -344.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling