+50.5%
B vs TXG
+392.4%
-341.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.2% |
| 7D | -5.0% | +5.0% | -10.0% | -6.1% |
| 30D | +8.7% | +13.5% | -4.8% | +5.6% |
| 3M | +17.3% | +128.0% | -110.7% | -3.8% |
| 6M | -5.0% | +224.4% | -229.5% | -28.6% |
| YTD | +1.4% | +307.0% | -305.5% | -27.8% |
| 1Y | +50.5% | +427.2% | -376.7% | -0.7% |
| All | +50.5% | +392.4% | -341.9% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling