+8.1%
EWZ vs TXG
+406.9%
-398.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.4% |
| 7D | -4.1% | -19.3% | +15.2% | -2.6% |
| 30D | -25.0% | -30.9% | +6.0% | -23.1% |
| 3M | -10.6% | +41.1% | -51.7% | -13.2% |
| 6M | -16.6% | +211.9% | -228.5% | -24.3% |
| YTD | +2.5% | +314.0% | -311.5% | -8.3% |
| 1Y | +8.1% | +405.4% | -397.3% | -3.1% |
| All | +8.1% | +406.9% | -398.8% | -3.1% |
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