+1,013.3%
AR vs TXG
+16.0%
+997.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | +14.8% | +32.0% | -17.2% | +10.4% |
| 3M | +6.2% | +87.0% | -80.8% | -3.1% |
| 6M | +4.3% | +180.1% | -175.8% | -10.9% |
| YTD | +14.4% | +284.1% | -269.8% | -7.2% |
| 1Y | +21.3% | +361.7% | -340.3% | -5.3% |
| 3Y | +39.8% | +15.9% | +23.9% | +27.4% |
| 5Y | +142.1% | -66.2% | +208.2% | +158.8% |
| All | +1,013.3% | +16.0% | +997.3% | +637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling