+14.7%
EWZ vs TXG
+9.4%
+5.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.7% | -1.5% |
| 7D | +0.1% | +1.8% | -1.7% | -0.2% |
| 30D | -25.9% | -17.7% | -8.2% | -24.6% |
| 3M | -6.1% | +2.3% | -8.5% | -7.4% |
| 6M | -16.1% | +182.5% | -198.6% | -27.2% |
| YTD | +1.0% | +262.4% | -261.4% | -15.6% |
| 1Y | 0.0% | +254.1% | -254.1% | -16.5% |
| 3Y | +16.8% | +66.6% | -49.7% | +2.2% |
| 5Y | +52.1% | -64.5% | +116.6% | +59.4% |
| All | +14.7% | +9.4% | +5.2% | -17.3% |
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