+164.3%
EWY vs TXG
+372.5%
-208.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +4.8% | +1.8% | +3.0% | +4.3% |
| 30D | +11.7% | +32.0% | -20.3% | +3.7% |
| 3M | -7.4% | +87.0% | -94.4% | -20.3% |
| 6M | +40.6% | +180.1% | -139.5% | +12.9% |
| YTD | +94.3% | +284.1% | -189.8% | +50.3% |
| 1Y | +164.3% | +361.7% | -197.4% | +98.1% |
| All | +164.3% | +372.5% | -208.2% | +98.1% |
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