+202.2%
B vs TXG
+22.9%
+179.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.4% |
| 7D | -5.0% | +5.0% | -10.0% | -5.5% |
| 30D | +8.7% | +13.5% | -4.8% | +7.2% |
| 3M | +17.3% | +128.0% | -110.7% | +6.9% |
| 6M | -5.0% | +224.4% | -229.5% | -16.8% |
| YTD | +1.4% | +307.0% | -305.5% | -13.2% |
| 1Y | +50.5% | +427.2% | -376.7% | +25.3% |
| 3Y | +194.4% | +40.2% | +154.2% | +165.9% |
| 5Y | +156.7% | -64.0% | +220.7% | +148.4% |
| All | +202.2% | +22.9% | +179.3% | +151.1% |
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 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