-59.4%
TXG vs EFV
+95.9%
-155.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +1.5% |
| 7D | +9.5% | -0.8% | +10.3% | +10.9% |
| 30D | +18.8% | +0.6% | +18.1% | +17.5% |
| 3M | +136.1% | +7.5% | +128.6% | +108.9% |
| 6M | +235.2% | +13.0% | +222.2% | +173.7% |
| YTD | +320.5% | +18.3% | +302.2% | +214.5% |
| 1Y | +425.2% | +26.7% | +398.5% | +248.8% |
| 3Y | +42.9% | +89.6% | -46.7% | -51.5% |
| All | -59.4% | +95.9% | -155.3% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling