+71.5%
EXC vs TXG
+14.9%
+56.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.2% |
| 7D | -1.4% | -8.1% | +6.7% | -1.1% |
| 30D | +8.3% | -17.5% | +25.8% | +8.8% |
| 3M | +2.6% | +6.1% | -3.5% | +1.7% |
| 6M | +5.2% | +202.7% | -197.5% | -1.2% |
| YTD | +7.5% | +280.4% | -272.9% | -0.7% |
| 1Y | +3.2% | +274.0% | -270.9% | -4.8% |
| 3Y | +29.5% | +74.9% | -45.3% | +24.0% |
| 5Y | +39.7% | -63.0% | +102.7% | +50.1% |
| All | +71.5% | +14.9% | +56.6% | +34.8% |
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