+153.7%
ALL vs TXG
+31.6%
+122.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.3% |
| 7D | -1.7% | +9.4% | -11.1% | -1.5% |
| 30D | -4.7% | +26.1% | -30.8% | -4.2% |
| 3M | +18.4% | +124.8% | -106.4% | +20.0% |
| 6M | +20.5% | +215.2% | -194.7% | +22.4% |
| YTD | +23.5% | +302.2% | -278.7% | +25.8% |
| 1Y | +29.0% | +370.9% | -341.9% | +31.6% |
| 3Y | +153.7% | +38.5% | +115.2% | +151.9% |
| All | +153.7% | +31.6% | +122.1% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling