+57.8%
EWZ vs TXG
-66.4%
+124.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -1.5% | -15.4% | +14.0% | -0.1% |
| 30D | -24.5% | -22.1% | -2.4% | -23.1% |
| 3M | -10.7% | +30.0% | -40.7% | -13.8% |
| 6M | -19.1% | +160.7% | -179.8% | -27.4% |
| YTD | +1.6% | +263.5% | -261.8% | -12.3% |
| 1Y | +4.3% | +356.0% | -351.7% | -12.4% |
| 3Y | +19.0% | +53.4% | -34.4% | +7.4% |
| All | +57.8% | -66.4% | +124.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling