+99.3%
A vs TXG
+27.0%
+72.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.7% | +1.9% |
| 7D | -2.6% | +9.5% | -12.1% | -4.6% |
| 30D | -0.9% | +18.8% | -19.7% | -4.7% |
| 3M | +13.6% | +136.1% | -122.5% | -7.0% |
| 6M | +27.8% | +235.2% | -207.4% | -3.6% |
| YTD | +8.6% | +320.5% | -311.9% | -22.5% |
| 1Y | +16.9% | +425.2% | -408.3% | -21.7% |
| 3Y | +32.9% | +42.9% | -10.0% | +8.3% |
| 5Y | -14.1% | -62.8% | +48.7% | -16.6% |
| All | +99.3% | +27.0% | +72.2% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling