+163.1%
B vs TXG
+9.4%
+153.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -2.6% |
| 7D | -6.2% | +1.8% | -8.0% | -6.4% |
| 30D | -6.6% | -17.7% | +11.1% | -5.0% |
| 3M | -7.9% | +2.3% | -10.2% | -8.9% |
| 6M | -16.8% | +182.5% | -199.3% | -26.5% |
| YTD | -11.7% | +262.4% | -274.0% | -24.1% |
| 1Y | +3.5% | +254.1% | -250.6% | -11.0% |
| 3Y | +165.7% | +66.6% | +99.1% | +135.7% |
| 5Y | +108.4% | -64.5% | +172.9% | +101.0% |
| All | +163.1% | +9.4% | +153.7% | +119.5% |
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