+105.4%
EXE vs TXG
-64.0%
+169.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.3% |
| 7D | -2.2% | +5.0% | -7.2% | -2.5% |
| 30D | -0.8% | +13.5% | -14.3% | -1.7% |
| 3M | +10.0% | +128.0% | -118.0% | +3.9% |
| 6M | -6.3% | +224.4% | -230.8% | -14.1% |
| YTD | -10.7% | +307.0% | -317.7% | -19.6% |
| 1Y | +2.7% | +427.2% | -424.6% | -10.0% |
| 3Y | +19.1% | +40.2% | -21.0% | +13.5% |
| 5Y | +105.4% | -64.0% | +169.4% | +103.0% |
| All | +105.4% | -64.0% | +169.5% | +103.0% |
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