+169.7%
EXE vs TXG
-63.1%
+232.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.3% |
| 7D | -3.1% | +9.5% | -12.6% | -3.7% |
| 30D | -0.9% | +18.8% | -19.7% | -2.0% |
| 3M | +9.6% | +136.1% | -126.6% | +3.6% |
| 6M | -11.6% | +235.2% | -246.8% | -18.7% |
| YTD | -12.6% | +320.5% | -333.1% | -21.0% |
| 1Y | +1.2% | +425.2% | -424.0% | -10.5% |
| 3Y | +18.0% | +42.9% | -24.9% | +12.2% |
| 5Y | +101.1% | -62.8% | +163.9% | +95.6% |
| All | +169.7% | -63.1% | +232.9% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling