+136.3%
A vs TXG
+7.8%
+128.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.9% |
| 7D | -0.5% | -1.8% | +1.4% | -0.1% |
| 30D | 0.0% | -20.4% | +20.4% | +4.2% |
| 3M | +16.7% | +0.1% | +16.6% | +14.6% |
| 6M | +54.8% | +176.2% | -121.3% | +20.6% |
| YTD | +28.8% | +256.8% | -228.0% | -6.3% |
| 1Y | +19.3% | +255.9% | -236.6% | -13.5% |
| 3Y | +65.5% | +60.2% | +5.3% | +30.4% |
| 5Y | +12.1% | -65.1% | +77.1% | +9.4% |
| All | +136.3% | +7.8% | +128.5% | +73.4% |
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