+5.4%
AR vs TXG
+180.6%
-175.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | 0.0% |
| 7D | +7.4% | -1.8% | +9.2% | +7.3% |
| 30D | +5.8% | -20.4% | +26.2% | +5.1% |
| 3M | +5.2% | +0.1% | +5.1% | +4.5% |
| 6M | +5.4% | +176.2% | -170.7% | +5.9% |
| All | +5.4% | +180.6% | -175.1% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling