+37.4%
EWZ vs TXG
+24.6%
+12.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | -0.1% | +9.1% | -9.2% | -1.1% |
| 30D | +8.2% | +14.9% | -6.7% | +6.3% |
| 3M | +13.3% | +120.0% | -106.7% | +2.6% |
| 6M | +3.6% | +221.8% | -218.2% | -10.9% |
| YTD | +21.0% | +312.6% | -291.6% | +0.6% |
| 1Y | +34.7% | +398.4% | -363.8% | +8.4% |
| 3Y | +48.3% | +42.1% | +6.2% | +33.7% |
| 5Y | +60.1% | -63.5% | +123.5% | +69.2% |
| All | +37.4% | +24.6% | +12.8% | -1.5% |
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 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