+180.2%
ALL vs TXG
+24.6%
+155.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | 0.0% |
| 7D | -2.2% | +9.1% | -11.4% | -2.5% |
| 30D | -5.6% | +14.9% | -20.5% | -6.0% |
| 3M | +17.2% | +120.0% | -102.7% | +13.8% |
| 6M | +23.2% | +221.8% | -198.6% | +17.6% |
| YTD | +23.6% | +312.6% | -289.0% | +16.5% |
| 1Y | +29.2% | +398.4% | -369.3% | +20.3% |
| 3Y | +153.8% | +42.1% | +111.7% | +147.7% |
| 5Y | +116.1% | -63.5% | +179.5% | +120.4% |
| All | +180.2% | +24.6% | +155.5% | +125.0% |
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 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