+808.0%
ASX vs TXG
+9.8%
+798.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.1% | +4.3% | +5.9% |
| 7D | -19.9% | -15.4% | -4.5% | -16.6% |
| 30D | -30.9% | -22.1% | -8.8% | -26.6% |
| 3M | -15.1% | +30.0% | -45.1% | -20.4% |
| 6M | -6.5% | +160.7% | -167.2% | -24.7% |
| YTD | +98.4% | +263.5% | -165.0% | +46.6% |
| 1Y | +107.9% | +356.0% | -248.1% | +44.6% |
| 3Y | +325.3% | +53.4% | +271.9% | +244.7% |
| 5Y | +447.3% | -66.7% | +514.0% | +463.6% |
| All | +808.0% | +9.8% | +798.3% | +625.1% |
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 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