+24.4%
TXG vs EFV
+131.7%
-107.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.4% |
| 7D | +9.4% | +1.0% | +8.4% | +8.2% |
| 30D | +26.1% | +0.2% | +25.9% | +25.8% |
| 3M | +124.8% | +9.6% | +115.2% | +104.1% |
| 6M | +215.2% | +14.0% | +201.2% | +176.4% |
| YTD | +302.2% | +18.5% | +283.8% | +238.0% |
| 1Y | +370.9% | +27.9% | +343.0% | +266.2% |
| 3Y | +38.5% | +92.4% | -53.9% | -25.4% |
| 5Y | -64.4% | +97.2% | -161.5% | -81.2% |
| All | +24.4% | +131.7% | -107.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling