+105.5%
B vs TXG
-65.2%
+170.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -7.3% | -1.8% | -5.5% | -7.1% |
| 30D | -3.3% | -20.4% | +17.1% | -1.2% |
| 3M | -7.8% | +0.1% | -7.8% | -8.6% |
| 6M | -15.5% | +176.2% | -191.7% | -25.7% |
| YTD | -12.3% | +256.8% | -269.0% | -25.0% |
| 1Y | +5.4% | +255.9% | -250.5% | -10.1% |
| 3Y | +165.5% | +60.2% | +105.3% | +134.8% |
| All | +105.5% | -65.2% | +170.7% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling