+275.6%
EWY vs TXG
+27.0%
+248.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.7% |
| 7D | -0.1% | +9.5% | -9.6% | -1.7% |
| 30D | +7.3% | +18.8% | -11.5% | +4.1% |
| 3M | -5.1% | +136.1% | -141.2% | -18.5% |
| 6M | +42.1% | +235.2% | -193.2% | +14.9% |
| YTD | +94.1% | +320.5% | -226.4% | +50.7% |
| 1Y | +147.8% | +425.2% | -277.4% | +83.7% |
| 3Y | +222.9% | +42.9% | +180.0% | +177.7% |
| 5Y | +150.6% | -62.8% | +213.4% | +146.5% |
| All | +275.6% | +27.0% | +248.6% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling