-18.9%
EXE vs TXG
+406.9%
-425.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -2.9% |
| 7D | -4.7% | -19.3% | +14.6% | -4.8% |
| 30D | +1.0% | -30.9% | +31.9% | +0.9% |
| 3M | -5.6% | +41.1% | -46.7% | -6.1% |
| 6M | -12.3% | +211.9% | -224.2% | -12.4% |
| YTD | -19.5% | +314.0% | -333.5% | -20.1% |
| 1Y | -18.9% | +405.4% | -424.3% | -20.2% |
| All | -18.9% | +406.9% | -425.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling