+194.6%
ALL vs TXG
+9.4%
+185.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +1.8% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | +12.8% | -17.7% | +30.5% | +13.2% |
| 3M | +4.7% | +2.3% | +2.3% | +4.1% |
| 6M | +24.9% | +182.5% | -157.6% | +19.4% |
| YTD | +30.0% | +262.4% | -232.4% | +22.5% |
| 1Y | +29.9% | +254.1% | -224.2% | +22.4% |
| 3Y | +117.5% | +66.6% | +51.0% | +108.4% |
| 5Y | +161.7% | -64.5% | +226.2% | +165.5% |
| All | +194.6% | +9.4% | +185.2% | +136.6% |
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