+45.7%
EXC vs TXG
-63.6%
+109.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.6% |
| 7D | +0.3% | +9.1% | -8.8% | +0.2% |
| 30D | -0.9% | +14.9% | -15.8% | -1.1% |
| 3M | -2.7% | +120.0% | -122.7% | -4.1% |
| 6M | -9.4% | +221.8% | -231.2% | -11.6% |
| YTD | +3.0% | +312.6% | -309.5% | -0.2% |
| 1Y | +5.1% | +398.4% | -393.3% | +1.1% |
| 3Y | +20.6% | +42.1% | -21.5% | +22.2% |
| 5Y | +45.7% | -63.5% | +109.2% | +44.4% |
| All | +45.7% | -63.6% | +109.3% | +44.4% |
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