+198.7%
B vs TXG
+31.6%
+167.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -2.1% |
| 7D | +2.3% | +9.4% | -7.0% | +1.0% |
| 30D | +1.4% | +26.1% | -24.7% | -2.1% |
| 3M | +12.2% | +124.8% | -112.6% | -0.4% |
| 6M | -2.1% | +215.2% | -217.4% | -17.2% |
| YTD | +2.9% | +302.2% | -299.3% | -15.6% |
| 1Y | +55.3% | +370.9% | -315.6% | +24.3% |
| 3Y | +198.7% | +38.5% | +160.2% | +176.2% |
| All | +198.7% | +31.6% | +167.0% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling