+993.5%
AR vs TXG
+9.4%
+984.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.9% |
| 7D | +6.4% | +1.8% | +4.6% | +6.1% |
| 30D | +3.1% | -17.7% | +20.8% | +4.8% |
| 3M | +3.3% | +2.3% | +0.9% | +1.1% |
| 6M | +6.6% | +182.5% | -176.0% | -9.8% |
| YTD | +12.3% | +262.4% | -250.0% | -9.6% |
| 1Y | +12.3% | +254.1% | -241.8% | -9.6% |
| 3Y | +50.4% | +66.6% | -16.1% | +27.2% |
| 5Y | +101.0% | -64.5% | +165.5% | +109.4% |
| All | +993.5% | +9.4% | +984.1% | +618.1% |
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