+50.4%
EWZ vs TXG
+31.6%
+18.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +1.5% |
| 7D | +5.6% | +9.4% | -3.8% | +4.7% |
| 30D | +9.3% | +26.1% | -16.8% | +6.7% |
| 3M | +15.7% | +124.8% | -109.1% | +6.4% |
| 6M | +7.4% | +215.2% | -207.8% | -5.0% |
| YTD | +22.7% | +302.2% | -279.5% | +5.6% |
| 1Y | +36.4% | +370.9% | -334.5% | +14.6% |
| 3Y | +50.4% | +38.5% | +11.9% | +47.8% |
| All | +50.4% | +31.6% | +18.7% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling