+36.6%
EWZ vs TXG
+16.0%
+20.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +9.9% | +87.0% | -77.1% | +1.3% |
| 6M | +1.9% | +180.1% | -178.1% | -10.9% |
| YTD | +20.3% | +284.1% | -263.8% | +0.9% |
| 1Y | +35.6% | +361.7% | -326.1% | +10.1% |
| 3Y | +43.4% | +15.9% | +27.5% | +32.6% |
| 5Y | +55.9% | -66.2% | +122.1% | +66.5% |
| All | +36.6% | +16.0% | +20.6% | -1.2% |
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