+30.0%
TXG vs EFV
+131.5%
-101.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.2% |
| 7D | +9.5% | -0.8% | +10.3% | +10.4% |
| 30D | +18.8% | +0.6% | +18.1% | +18.0% |
| 3M | +136.1% | +7.5% | +128.6% | +118.9% |
| 6M | +235.2% | +13.0% | +222.2% | +196.7% |
| YTD | +320.5% | +18.3% | +302.2% | +253.8% |
| 1Y | +425.2% | +26.7% | +398.5% | +312.2% |
| 3Y | +42.9% | +89.6% | -46.7% | -22.0% |
| 5Y | -62.8% | +98.2% | -161.0% | -80.5% |
| All | +30.0% | +131.5% | -101.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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