-15.4%
A vs TXG
-63.6%
+48.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | -4.4% | +9.1% | -13.5% | -6.3% |
| 30D | -2.7% | +14.9% | -17.6% | -5.9% |
| 3M | +7.0% | +120.0% | -112.9% | -11.6% |
| 6M | +24.6% | +221.8% | -197.2% | -6.2% |
| YTD | +7.0% | +312.6% | -305.6% | -24.3% |
| 1Y | +15.6% | +398.4% | -382.9% | -22.9% |
| 3Y | +29.9% | +42.1% | -12.2% | +5.1% |
| 5Y | -15.4% | -63.5% | +48.1% | -20.0% |
| All | -15.4% | -63.6% | +48.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling