+45.2%
AR vs TXG
+76.2%
-31.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +2.1% | -8.1% | +10.2% | +2.5% |
| 30D | +4.5% | -17.5% | +22.0% | +5.4% |
| 3M | +1.0% | +6.1% | -5.1% | -0.6% |
| 6M | +4.4% | +202.7% | -198.3% | -6.0% |
| YTD | +10.9% | +280.4% | -269.6% | -3.7% |
| 1Y | +8.6% | +274.0% | -265.5% | -5.7% |
| All | +45.2% | +76.2% | -31.0% | +23.5% |
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