+157.6%
ALL vs TXG
-62.5%
+220.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +2.9% |
| 7D | -0.1% | -3.7% | +3.5% | -0.1% |
| 30D | +13.8% | -22.0% | +35.8% | +14.1% |
| 3M | -2.8% | +7.4% | -10.2% | -3.2% |
| 6M | +23.7% | +191.2% | -167.5% | +19.5% |
| YTD | +27.3% | +285.7% | -258.4% | +21.5% |
| 1Y | +30.5% | +268.3% | -237.7% | +24.7% |
| 3Y | +113.0% | +77.3% | +35.7% | +106.7% |
| 5Y | +157.6% | -62.3% | +219.9% | +148.7% |
| All | +157.6% | -62.5% | +220.0% | +148.7% |
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