+55.0%
EWZ vs TXG
-66.1%
+121.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +6.5% | +1.8% | +4.7% | +6.3% |
| 30D | +4.8% | +32.0% | -27.2% | +2.0% |
| 3M | +9.9% | +87.0% | -77.1% | +3.1% |
| 6M | +1.9% | +180.1% | -178.1% | -8.4% |
| YTD | +20.3% | +284.1% | -263.8% | +4.6% |
| 1Y | +35.6% | +361.7% | -326.1% | +15.0% |
| 3Y | +43.4% | +15.9% | +27.5% | +33.6% |
| All | +55.0% | -66.1% | +121.1% | +45.3% |
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 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