+38.3%
TXG vs EFV
+88.2%
-49.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.8% |
| 7D | +5.0% | -2.0% | +7.0% | +8.7% |
| 30D | +13.5% | -0.2% | +13.7% | +13.8% |
| 3M | +128.0% | +9.1% | +118.9% | +95.4% |
| 6M | +224.4% | +11.7% | +212.7% | +168.7% |
| YTD | +307.0% | +17.0% | +289.9% | +205.5% |
| 1Y | +427.2% | +26.7% | +400.5% | +240.9% |
| All | +38.3% | +88.2% | -49.9% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling