+920.6%
ASX vs TXG
+7.8%
+912.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | +12.4% | -1.8% | +14.2% | +12.9% |
| 30D | -19.8% | -20.4% | +0.6% | -15.0% |
| 3M | -10.3% | +0.1% | -10.4% | -10.5% |
| 6M | +1.2% | +176.2% | -174.9% | -19.3% |
| YTD | +123.0% | +256.8% | -133.7% | +65.5% |
| 1Y | +145.4% | +255.9% | -110.5% | +81.3% |
| 3Y | +368.6% | +60.2% | +308.4% | +276.4% |
| 5Y | +486.0% | -65.1% | +551.1% | +497.7% |
| All | +920.6% | +7.8% | +912.8% | +718.5% |
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 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