+178.5%
EXE vs TXG
-66.3%
+244.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | +8.5% | +32.0% | -23.6% | +6.5% |
| 3M | +5.5% | +87.0% | -81.6% | +1.1% |
| 6M | -5.9% | +180.1% | -186.0% | -12.4% |
| YTD | -9.7% | +284.1% | -293.8% | -18.0% |
| 1Y | +3.6% | +361.7% | -358.1% | -7.7% |
| 3Y | +18.0% | +15.9% | +2.1% | +13.9% |
| 5Y | +109.4% | -66.2% | +175.6% | +104.9% |
| All | +178.5% | -66.3% | +244.8% | +170.9% |
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 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