+16.0%
EWZ vs TXG
+16.5%
-0.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +1.3% | -3.7% | +5.0% | +1.6% |
| 30D | -26.2% | -22.0% | -4.2% | -24.5% |
| 3M | -8.6% | +7.4% | -16.0% | -10.4% |
| 6M | -17.0% | +191.2% | -208.2% | -28.2% |
| YTD | +2.2% | +285.7% | -283.5% | -15.2% |
| 1Y | +2.7% | +268.3% | -265.6% | -14.6% |
| 3Y | +18.2% | +77.3% | -59.1% | +2.6% |
| 5Y | +56.0% | -62.3% | +118.4% | +62.5% |
| All | +16.0% | +16.5% | -0.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling