+29.9%
ALL vs TXG
+256.0%
-226.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +1.4% |
| 7D | 0.0% | +1.8% | -1.8% | +0.1% |
| 30D | +12.8% | -17.7% | +30.5% | +11.8% |
| 3M | +4.7% | +2.3% | +2.3% | +5.5% |
| 6M | +24.9% | +182.5% | -157.6% | +29.7% |
| YTD | +30.0% | +262.4% | -232.4% | +35.3% |
| 1Y | +29.9% | +254.1% | -224.2% | +35.2% |
| All | +29.9% | +256.0% | -226.1% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling